**************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable BE6282459609 Written description of financial instrument Instrument Classification DBVNDR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 55 Median time elapsed (secs) between request and provision of any corresponding quotes 55 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Interest Rate Swaps EZ3G7BPG7WS5 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 13:30 100 14:23:19 5000000 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 54 Median time elapsed (secs) between request and provision of any corresponding quotes 54 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Interest Rate Swaps EZ3VMTNWX7X0 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 09:30 106 11:18:13 7207000 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 50 Median time elapsed (secs) between request and provision of any corresponding quotes 50 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Interest Rate Swaps EZ5MX6PWFNK2 Written description of financial instrument Instrument Classification SCUCCA Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 98.58 11:14:14 800000000 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 41 Median time elapsed (secs) between request and provision of any corresponding quotes 41 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Interest Rate Swaps EZ6W6LJG9R36 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 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 U7M81AY481YLIOR75625 Date 2019-04-01 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 30 Median time elapsed (secs) between request and provision of any corresponding quotes 30 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0011461037 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 131 Median time elapsed (secs) between request and provision of any corresponding quotes 131 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0013330107 Written description of financial instrument Instrument Classification DTVNFX Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 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 98 Median time elapsed (secs) between request and provision of any corresponding quotes 98 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0013396496 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed 10000000 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 Median size of all orders or requests for quote 405000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013407236 Written description of financial instrument Instrument Classification DBFTFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 151 Median time elapsed (secs) between request and provision of any corresponding quotes 151 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 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 Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 34 Median time elapsed (secs) between request and provision of any corresponding quotes 34 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 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 Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 32 Median time elapsed (secs) between request and provision of any corresponding quotes 32 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1300531GC0 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 U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1748001JC8 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 46 Median time elapsed (secs) between request and provision of any corresponding quotes 46 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 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 Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 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 RFQ Electronic 11:30 100.256 13:15:19 100000000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP575608BEC5 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 U7M81AY481YLIOR75625 Date 2019-04-01 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 = BASIS_POINTS Quantity Notation = NUMBER_OF_UNITS 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 11:30 138.1 12:52:30 4000000 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 732 Median time elapsed (secs) between request and provision of any corresponding quotes 732 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 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 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US013817AU59 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US023135AZ90 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 100.203 12:06:09 40000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 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 11:30 105.721 12:42:27 16000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 12 Median time elapsed (secs) between acceptance and execution 12 Mean time elapsed (secs) between request and provision of any corresponding quotes 25 Median time elapsed (secs) between request and provision of any corresponding quotes 25 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US037833CN89 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 102 Median time elapsed (secs) between request and provision of any corresponding quotes 102 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US05579TED46 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 51 Median time elapsed (secs) between request and provision of any corresponding quotes 51 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US05581LAB53 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 24 Median time elapsed (secs) between request and provision of any corresponding quotes 26 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 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 09:30 100.617 09:51:06 200000 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 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 11:30 103.572 12:12:21 7000 RFQ Electronic 13:30 103.422 14:09:30 10000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 103.522 Volume weighted transaction price 103.5172529 Highest executed price 103.597 Lowest executed price 103.414 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 17 Number of transactions executed 9 Total value of transactions executed 87000 Number of orders or request for quotes received cancelled or withdrawn 8 Number of orders or request for quotes received modified Median transaction size 10000 Median size of all orders or requests for quote 10000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06051GGB95 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 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 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US097023BQ73 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 96.12 14:47:22 180000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 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 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 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 11:30 103.201 12:52:01 9000 RFQ Electronic 13:30 102.986 15:09:24 500000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 103.0935 Volume weighted transaction price 102.9898016 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 509000 Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size 254500 Median size of all orders or requests for quote 11500 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 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 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 100000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 21 Median time elapsed (secs) between request and provision of any corresponding quotes 21 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US172967KX80 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 101.833 12:59:16 50000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest 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 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 Median size of all orders or requests for quote 39500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US172967LD18 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 15:30 101.282 16:17:23 700000 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 25 Median time elapsed (secs) between request and provision of any corresponding quotes 25 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US2027A1KC09 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 34 Median time elapsed (secs) between request and provision of any corresponding quotes 34 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US228227BD57 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 23 Median time elapsed (secs) between request and provision of any corresponding quotes 23 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US23636BAR06 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 42 Median time elapsed (secs) between request and provision of any corresponding quotes 42 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 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 98.988 16:06:10 100000 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38141GRD87 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 101.724 15:09:40 19000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed 19000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 19000 Median size of all orders or requests for quote 30500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38141GVR28 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 31 Median time elapsed (secs) between request and provision of any corresponding quotes 31 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38143U8G98 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Inflation Cap/floor US38148BAA61 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 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 24 Median time elapsed (secs) between request and provision of any corresponding quotes 24 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38148LAC00 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 28 Median time elapsed (secs) between request and provision of any corresponding quotes 28 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 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 09:30 102.05 10:42:11 235000 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280BS77 Written description of financial instrument Instrument Classification DBXXXX Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US455780CH76 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 68 Median time elapsed (secs) between request and provision of any corresponding quotes 68 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 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 31 Median time elapsed (secs) between request and provision of any corresponding quotes 31 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US456837AK90 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 35 Median time elapsed (secs) between request and provision of any corresponding quotes 35 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US46625HJC51 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 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 99.928 14:27:57 1500000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 16 Median time elapsed (secs) between request and provision of any corresponding quotes 16 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US46625HRL68 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US46625HRW24 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 101.506 15:09:22 100000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 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 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 800000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 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 U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US50064FAK03 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US55608KAJ43 Written description of financial instrument Instrument Classification DTVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US60687YAP43 Written description of financial instrument Instrument Classification DBFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US654106AF00 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US68389XBL82 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 2 Median time elapsed (secs) between request and provision of any corresponding quotes 2 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US713448DD75 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US801060AC87 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 17 Median time elapsed (secs) between request and provision of any corresponding quotes 17 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 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 14 Median time elapsed (secs) between request and provision of any corresponding quotes 14 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US82460EAM21 Written description of financial instrument Instrument Classification DTFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 33 Median time elapsed (secs) between request and provision of any corresponding quotes 33 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US83368TAT51 Written description of financial instrument Instrument Classification DTFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US86959LAE39 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US86960BAX01 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US871503AK44 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 100.485 12:51:41 200000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 14 Median time elapsed (secs) between request and provision of any corresponding quotes 14 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 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 98.789 16:07:09 600000 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest 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 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 Median size of all orders or requests for quote 600000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US89236TEM36 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US912810QY73 Written description of financial instrument Instrument Classification DBFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 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 53 Median time elapsed (secs) between request and provision of any corresponding quotes 53 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US92857WBN92 Written description of financial instrument Instrument Classification DBVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 99.084 10:35:25 20000 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 35 Median time elapsed (secs) between request and provision of any corresponding quotes 35 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US949746SJ14 Written description of financial instrument Instrument Classification DBVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 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 09:30 100.328 11:28:06 34000 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 34000 Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size 34000 Median size of all orders or requests for quote 33000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 29 Median time elapsed (secs) between request and provision of any corresponding quotes 29 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 103.681 Volume weighted transaction price 103.6039668 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 211000 Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size 105500 Median size of all orders or requests for quote 14500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US94974BGA26 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 29000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 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 3 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 600000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 U7M81AY481YLIOR75625 Date 2019-04-01 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 U7M81AY481YLIOR75625 Date 2019-04-01 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 16 Median time elapsed (secs) between request and provision of any corresponding quotes 16 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 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 32 Median time elapsed (secs) between request and provision of any corresponding quotes 32 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 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 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USJ8129EAY44 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 11:30 108.283 12:38:21 1000000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 108.29 Volume weighted transaction price 108.29 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 2000000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 1000000 Median size of all orders or requests for quote 1000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 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 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 41 Median time elapsed (secs) between request and provision of any corresponding quotes 41 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 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 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 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 98.86 12:29:50 500000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 40 Median time elapsed (secs) between request and provision of any corresponding quotes 40 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU24724AK95 Written description of financial instrument Instrument Classification DBFSGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 44 Median time elapsed (secs) between request and provision of any corresponding quotes 44 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 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 11:30 107.349 12:38:29 6000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 107.345 Volume weighted transaction price 107.3436667 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 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 Median size of all orders or requests for quote 9000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 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 36 Median time elapsed (secs) between request and provision of any corresponding quotes 36 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU59327AA11 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 98.817 15:32:45 50000 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 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 36 Median time elapsed (secs) between request and provision of any corresponding quotes 36 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USY68868AA92 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 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 2 Number of transactions executed 1 Total value of transactions executed 200000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 200000 Median size of all orders or requests for quote 200000 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 58 Median time elapsed (secs) between request and provision of any corresponding quotes 58 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 30 Median time elapsed (secs) between request and provision of any corresponding quotes 30 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0683564156 Written description of financial instrument Instrument Classification DTFUCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0715437140 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 70 Median time elapsed (secs) between request and provision of any corresponding quotes 70 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS0790011398 Written description of financial instrument Instrument Classification DYFXXB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0809571739 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0969864916 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 29 Median time elapsed (secs) between request and provision of any corresponding quotes 29 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1061697568 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 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1069539374 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 19 Median time elapsed (secs) between request and provision of any corresponding quotes 19 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1069869839 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1075430741 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1109802303 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 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 13:30 103.21 14:39:46 1600000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1237271421 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 18 Median time elapsed (secs) between request and provision of any corresponding quotes 18 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 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 14 Median time elapsed (secs) between request and provision of any corresponding quotes 14 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 21 Median time elapsed (secs) between request and provision of any corresponding quotes 21 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1395057430 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 18 Median time elapsed (secs) between request and provision of any corresponding quotes 18 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1405766897 Written description of financial instrument Instrument Classification DYFXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1411535286 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 U7M81AY481YLIOR75625 Date 2019-04-01 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 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1431266847 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 2019-04-01 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 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 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 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 2 Number of transactions executed 1 Total value of transactions executed 1000000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 1000000 Median size of all orders or requests for quote 1000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1586330604 Written description of financial instrument Instrument Classification DTFUAN Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed 400000 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 Median size of all orders or requests for quote 400000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1592433038 Written description of financial instrument Instrument Classification DBFUDB Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 99 10:01:25 200000 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed 200000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 200000 Median size of all orders or requests for quote 300000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 17 Median time elapsed (secs) between request and provision of any corresponding quotes 17 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 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 99.499 12:34:03 500000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1609252645 Written description of financial instrument Instrument Classification DTVXFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1637332856 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 40 Median time elapsed (secs) between request and provision of any corresponding quotes 40 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 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 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1756056229 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size 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 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1790134958 Written description of financial instrument Instrument Classification DBFQPR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 22 Median time elapsed (secs) between request and provision of any corresponding quotes 22 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1828033834 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 U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1843449981 Written description of financial instrument Instrument Classification DYFXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 2 Median time elapsed (secs) between request and provision of any corresponding quotes 2 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Mortgage Backed Bond XS1897339096 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 16 Median time elapsed (secs) between request and provision of any corresponding quotes 16 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1898256257 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 11:30 103.65 12:51:11 1000000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1935310166 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1936302865 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 55 Median time elapsed (secs) between request and provision of any corresponding quotes 55 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1936310371 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1938443329 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 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1955024630 Written description of financial instrument Instrument Classification DYFXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1956037664 Written description of financial instrument Instrument Classification DTFXGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1963534968 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1964681610 Written description of financial instrument Instrument Classification DBXXXX Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed 9400000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 9400000 Median size of all orders or requests for quote 4953000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1965523084 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 85 Median time elapsed (secs) between request and provision of any corresponding quotes 85 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1972572025 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1972573007 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 3 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 1000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1972731787 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 45 Median time elapsed (secs) between request and provision of any corresponding quotes 45 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Other XS1978200639 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 13:30 100.038 15:00:10 1000000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 100.094 Volume weighted transaction price 100.1369767 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 8600000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 4300000 Median size of all orders or requests for quote 1000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable AU3CB0252625 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 54 Median time elapsed (secs) between request and provision of any corresponding quotes 54 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable AU3CB0261402 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 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable AU3CB0261410 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 U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable AU3CB0261576 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 U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable AU3CB0261808 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 31 Median time elapsed (secs) between request and provision of any corresponding quotes 31 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 09:30 168.45 10:35:55 410000 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 168.45 Volume weighted transaction price 168.45 Highest executed price 168.45 Lowest executed price 168.45 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 5 Number of transactions executed 5 Total value of transactions executed 820000 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 Median size of all orders or requests for quote 90000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 831 Median time elapsed (secs) between request and provision of any corresponding quotes 829 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument DE000A168650 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 54 Median time elapsed (secs) between request and provision of any corresponding quotes 54 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument DE000A2LQSN2 Written description of financial instrument Instrument Classification DTFTFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument DE000A2TSDD4 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 14 Median time elapsed (secs) between request and provision of any corresponding quotes 14 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable ES0000011868 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 09:30 146.4 10:35:02 70000 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 146.4 Volume weighted transaction price 146.4 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 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 Median size of all orders or requests for quote 135000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 1683 Median time elapsed (secs) between request and provision of any corresponding quotes 1683 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable ES00000121S7 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 09:30 148.4 10:42:28 270000 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 1005 Median time elapsed (secs) between request and provision of any corresponding quotes 1005 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Interest Rate Swaps EZ1FDCLV0Y16 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 98.365 10:12:13 3000000 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Interest Rate Swaps EZ49KCYJ7VF5 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 11:30 120 12:50:47 3000000 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 126.5 Volume weighted transaction price 126.5 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 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 3000000 Median size of all orders or requests for quote 3000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 40 Median time elapsed (secs) between request and provision of any corresponding quotes 40 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Interest Rate Swaps EZ4CKRN4MQ29 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 46.25 12:48:52 6000000 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 58 Median time elapsed (secs) between request and provision of any corresponding quotes 58 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Interest Rate Swaps EZ5DHF1KCQZ3 Written description of financial instrument Instrument Classification SCUCCA Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 57.5 12:52:13 4500000 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 42 Median time elapsed (secs) between request and provision of any corresponding quotes 42 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 50.25 10:16:22 6000000 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Interest Rate Swaps EZ6W6LJG9R36 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 37 12:58:25 4500000 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 45 Median time elapsed (secs) between request and provision of any corresponding quotes 45 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument EZ7GC5GDG8H0 Written description of financial instrument Instrument Classification SRCCSP Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 60 Median time elapsed (secs) between request and provision of any corresponding quotes 60 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Interest Rate Swaps EZ9HZXT18JN8 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 40 12:47:00 6000000 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 58 Median time elapsed (secs) between request and provision of any corresponding quotes 58 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Interest Rate Swaps EZXKP65SF7T8 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 37 12:55:23 4500000 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 51 Median time elapsed (secs) between request and provision of any corresponding quotes 51 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0010371401 Written description of financial instrument Instrument Classification DBFTFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 154.4 10:40:49 210000 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 154.4 Volume weighted transaction price 154.4 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 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 Median size of all orders or requests for quote 135000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 955 Median time elapsed (secs) between request and provision of any corresponding quotes 955 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0012596179 Written description of financial instrument Instrument Classification DTFUFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013172939 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 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 13:30 101.55 15:14:57 400000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0013201621 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013257524 Written description of financial instrument Instrument Classification DBFTFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013368545 Written description of financial instrument Instrument Classification DBFNGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1103281D37 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 89 Median time elapsed (secs) between request and provision of any corresponding quotes 89 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1103331E36 Written description of financial instrument Instrument Classification DBFTFB Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1103531K10 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 48 Median time elapsed (secs) between request and provision of any corresponding quotes 48 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Other JP1103541K42 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 39 Median time elapsed (secs) between request and provision of any corresponding quotes 39 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 1 Total value of transactions executed 2500000000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 2500000000 Median size of all orders or requests for quote 1262500000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 25 Median time elapsed (secs) between request and provision of any corresponding quotes 25 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1201131990 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 11:30 122.382 12:08:19 3500000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest 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 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 Median size of all orders or requests for quote 2300000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1201661JA3 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 U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1748051K12 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 35.62666667 Volume weighted transaction price -0.057858843 Highest executed price 107 Lowest executed price -0.06 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 3 Total value of transactions executed 50001000000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 25000000000 Median size of all orders or requests for quote 25000000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 602 Median time elapsed (secs) between request and provision of any corresponding quotes 597 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1748211K35 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 U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1748221K33 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 -0.185 Volume weighted transaction price -0.185 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 50000000000 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 Median size of all orders or requests for quote 20000000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 199 Median time elapsed (secs) between request and provision of any corresponding quotes 42 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable NL0010721999 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 09:30 152.93 10:47:00 3620 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 152.93 Volume weighted transaction price 152.93 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 3623620 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 1811810 Median size of all orders or requests for quote 1811810 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 64 Median time elapsed (secs) between request and provision of any corresponding quotes 64 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable NL0013332430 Written description of financial instrument Instrument Classification DBFTFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 31 Median time elapsed (secs) between request and provision of any corresponding quotes 31 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US00182FBK12 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 U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US00206RCS94 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 U7M81AY481YLIOR75625 Date 2019-04-02 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 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 2 Median time elapsed (secs) between request and provision of any corresponding quotes 2 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US023135BC96 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 78 Median time elapsed (secs) between request and provision of any corresponding quotes 78 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 99.501 12:14:51 150000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 11:30 100.059 12:13:45 200000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size 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 17 Median time elapsed (secs) between request and provision of any corresponding quotes 17 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US03512TAC53 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 2 Median time elapsed (secs) between request and provision of any corresponding quotes 2 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US037833DJ68 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 99.309 11:40:50 10000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US05463EAC21 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05526DAT28 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 425000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 34 Median time elapsed (secs) between request and provision of any corresponding quotes 34 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US05581LAA70 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 16 Median time elapsed (secs) between request and provision of any corresponding quotes 16 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US05581LAC37 Written description of financial instrument Instrument Classification DTVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US05584KAC27 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 500000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 500000 Median size of all orders or requests for quote 500000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 Voice 11:30 101.2 12:13:40 800000 RFQ Electronic 13:30 101.02 14:27:07 1000000 RFQ Electronic 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 101.14 Volume weighted transaction price 101.1307692 Highest executed price 101.2 Lowest executed price 101.02 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 3 Total value of transactions executed 2600000 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 Median size of all orders or requests for quote 800000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 19 Median time elapsed (secs) between request and provision of any corresponding quotes 27 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06051GEH83 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 104.738 12:26:04 100000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled 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 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 21 Median time elapsed (secs) between request and provision of any corresponding quotes 21 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06051GHG73 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 89 Median time elapsed (secs) between request and provision of any corresponding quotes 89 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 76 Median time elapsed (secs) between request and provision of any corresponding quotes 76 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 4 Number of transactions executed 1 Total value of transactions executed 200000 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 Median size of all orders or requests for quote 350000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US09659X2F81 Written description of financial instrument Instrument Classification DTFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed 200000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 200000 Median size of all orders or requests for quote 250000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US09660V2A05 Written description of financial instrument Instrument Classification DTVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US11134LAP40 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 U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US12625GAC87 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US14912L6Z92 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US172967HB08 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 U7M81AY481YLIOR75625 Date 2019-04-02 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 656500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 68 Median time elapsed (secs) between request and provision of any corresponding quotes 68 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 70000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 25 Median time elapsed (secs) between request and provision of any corresponding quotes 25 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US172967KX80 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 101.734 14:04:42 75000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed 75000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 75000 Median size of all orders or requests for quote 56500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US172967KY63 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 32 Median time elapsed (secs) between request and provision of any corresponding quotes 32 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US172967LD18 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 95 Median time elapsed (secs) between request and provision of any corresponding quotes 95 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 62 Median time elapsed (secs) between request and provision of any corresponding quotes 62 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 186 Median time elapsed (secs) between request and provision of any corresponding quotes 186 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US2027A0KC26 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 85 Median time elapsed (secs) between request and provision of any corresponding quotes 85 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 0 Number of orders or request for quotes received modified Median transaction size Median size 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 26 Median time elapsed (secs) between request and provision of any corresponding quotes 26 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 450000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 14 Median time elapsed (secs) between request and provision of any corresponding quotes 14 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US22532MAM47 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 13:30 103.099 15:02:00 250000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US23636BAS88 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US24422ETU37 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 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 2019-04-02 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 3 Number of transactions executed 1 Total value of transactions executed 5000000 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 Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 23 Median time elapsed (secs) between request and provision of any corresponding quotes 21 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US251526BM07 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 89.125 10:52:26 1000000 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 48 Median time elapsed (secs) between request and provision of any corresponding quotes 48 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 27 Median time elapsed (secs) between request and provision of any corresponding quotes 27 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 18 Median time elapsed (secs) between request and provision of any corresponding quotes 18 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US30219GAE89 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 104.544 13:40:40 8000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US35803QAA58 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 154 Median time elapsed (secs) between request and provision of any corresponding quotes 154 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US38141EB818 Written description of financial instrument Instrument Classification DTVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 1 Total value of transactions executed 100000 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 Median size of all orders or requests for quote 36000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38141GRD87 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled 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 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 1000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38141GWN05 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 123 Median time elapsed (secs) between request and provision of any corresponding quotes 123 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 19 Median time elapsed (secs) between request and provision of any corresponding quotes 19 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38141GXE96 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38145GAH39 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38148LAC00 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280BA69 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 36 Median time elapsed (secs) between request and provision of any corresponding quotes 36 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 225000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 31 Median time elapsed (secs) between request and provision of any corresponding quotes 31 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280BH13 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 26 Median time elapsed (secs) between request and provision of any corresponding quotes 26 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 500000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US452308AR01 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 1 Median time elapsed (secs) between request and provision of any corresponding quotes 1 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US46625HJH49 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 42 Median time elapsed (secs) between request and provision of any corresponding quotes 42 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 14 Median time elapsed (secs) between request and provision of any corresponding quotes 14 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 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 U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US46625HRW24 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 18 Median time elapsed (secs) between request and provision of any corresponding quotes 18 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US500630CL00 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US53944YAB92 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US55608KAK16 Written description of financial instrument Instrument Classification DTFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 54 Median time elapsed (secs) between request and provision of any corresponding quotes 54 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 100.3585 Volume weighted transaction price 100.2158148 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 1080000 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 Median size of all orders or requests for quote 1000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 45 Median time elapsed (secs) between request and provision of any corresponding quotes 62 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US574599BJ41 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US59156RBH03 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 103.215 13:59:21 25000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 2 Median time elapsed (secs) between request and provision of any corresponding quotes 2 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 99 Median time elapsed (secs) between request and provision of any corresponding quotes 99 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US606822AB07 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US606822AN45 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled 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 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US606822AS32 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 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 1 Total value of transactions executed 11000000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 11000000 Median size of all orders or requests for quote 7000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 14 Median time elapsed (secs) between request and provision of any corresponding quotes 14 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US606822BG84 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US606822BH67 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US60687YAP43 Written description of financial instrument Instrument Classification DBFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 100.007 Volume weighted transaction price 100.007 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 2100000 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 Median size of all orders or requests for quote 1050000 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 U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US63859XAD93 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 30 Median time elapsed (secs) between request and provision of any corresponding quotes 30 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US65339KBG40 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 385 Median time elapsed (secs) between request and provision of any corresponding quotes 385 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US65339KBJ88 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 99.209 14:54:51 500000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US65540KAC99 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 40 Median time elapsed (secs) between request and provision of any corresponding quotes 40 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US68389XBS36 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 2 Median time elapsed (secs) between request and provision of any corresponding quotes 2 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US686330AJ06 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 U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US714046AE97 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 26 Median time elapsed (secs) between request and provision of any corresponding quotes 26 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 27 Median time elapsed (secs) between request and provision of any corresponding quotes 27 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 11:30 100.33 12:17:57 200000 RFQ Electronic 13:30 100.275 13:57:03 250000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 100.3025 Volume weighted transaction price 100.2994444 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 450000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 225000 Median size of all orders or requests for quote 250000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 35 Median time elapsed (secs) between request and provision of any corresponding quotes 35 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 99.65 09:32:18 5000000 RFQ Electronic 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 99.6615 Volume weighted transaction price 99.65383333 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 6000000 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 Median size of all orders or requests for quote 1000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 19 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780153AU63 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 938 Median time elapsed (secs) between request and provision of any corresponding quotes 938 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 1 Total value of transactions executed 10000000 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 Median size of all orders or requests for quote 6500000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US86562MAU45 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 17 Median time elapsed (secs) between request and provision of any corresponding quotes 17 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US89236TEM36 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 16 Median time elapsed (secs) between request and provision of any corresponding quotes 16 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 89 Median time elapsed (secs) between request and provision of any corresponding quotes 89 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 345000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 U7M81AY481YLIOR75625 Date 2019-04-02 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 2 Number of transactions executed 1 Total value of transactions executed 50000000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 50000000 Median size of all orders or requests for quote 50000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 652 Median time elapsed (secs) between request and provision of any corresponding quotes 652 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US9128285T35 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 80 Median time elapsed (secs) between request and provision of any corresponding quotes 80 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US912828D804 Written description of financial instrument Instrument Classification DBFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US912828S356 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 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 U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US912828X968 Written description of financial instrument Instrument Classification DBFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US928668AM41 Written description of financial instrument Instrument Classification DBXGGX Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 149 Median time elapsed (secs) between request and provision of any corresponding quotes 149 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US941063AQ25 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 U7M81AY481YLIOR75625 Date 2019-04-02 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 97.06 12:10:41 500000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest 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 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 500000 Median size of all orders or requests for quote 262500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 18 Median time elapsed (secs) between request and provision of any corresponding quotes 18 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US949746SJ14 Written description of financial instrument Instrument Classification DBVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 1 Total value of transactions executed 10000 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 Median size of all orders or requests for quote 11000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 35 Median time elapsed (secs) between request and provision of any corresponding quotes 35 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Convertible US96122UAA25 Written description of financial instrument Instrument Classification DCFUPR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 13:30 100.455 13:50:01 350000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 98.219 12:23:30 500000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USF43628C650 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 650000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 19 Median time elapsed (secs) between request and provision of any corresponding quotes 19 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 11:30 100.17 11:33:59 200000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 39 Median time elapsed (secs) between request and provision of any corresponding quotes 39 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USG7420TAD84 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 99.873 14:25:45 1000000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 45 Median time elapsed (secs) between request and provision of any corresponding quotes 45 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 67 Median time elapsed (secs) between request and provision of any corresponding quotes 67 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 102.9333333 Volume weighted transaction price 100.5714286 Highest executed price 105 Lowest executed price 98.8 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 3 Total value of transactions executed 1400000 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 Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 746 Median time elapsed (secs) between request and provision of any corresponding quotes 746 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USJ4517MAA74 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 U7M81AY481YLIOR75625 Date 2019-04-02 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 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 102.65 Volume weighted transaction price 102.65 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 3000000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 1500000 Median size of all orders or requests for quote 1500000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 534 Median time elapsed (secs) between request and provision of any corresponding quotes 534 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USJ7772GAZ84 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 U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USJ7818LAC49 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 99.596 14:00:40 25000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USQ66511AB43 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 61 Median time elapsed (secs) between request and provision of any corresponding quotes 61 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 40 Median time elapsed (secs) between request and provision of any corresponding quotes 40 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 11:30 107.281 12:11:52 11000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 107.281 Volume weighted transaction price 107.281 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 29000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 14500 Median size of all orders or requests for quote 14500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 11:30 105.306 11:36:36 35000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 35000 Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size 35000 Median size of all orders or requests for quote 300000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 15 Median time elapsed (secs) between request and provision of any corresponding quotes 15 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU4058LAD56 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU59327AA11 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 99.095 14:40:12 50000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 99.6725 Volume weighted transaction price 99.6725 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 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 Median size of all orders or requests for quote 50000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU75000BK18 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 97.553 11:19:07 500000 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU98737AC03 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 400000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USY7150MAA54 Written description of financial instrument Instrument Classification DBFGQR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS0505265859 Written description of financial instrument Instrument Classification DYFXXR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0736418962 Written description of financial instrument Instrument Classification DTFXFB Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 20 Median time elapsed (secs) between request and provision of any corresponding quotes 20 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0874014722 Written description of financial instrument Instrument Classification DTFXGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 100.5035 Volume weighted transaction price 100.5035 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 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 Median size of all orders or requests for quote 600000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 15 Median time elapsed (secs) between request and provision of any corresponding quotes 15 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 19 Median time elapsed (secs) between request and provision of any corresponding quotes 19 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1030900242 Written description of financial instrument Instrument Classification DTFXFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1056232322 Written description of financial instrument Instrument Classification DBFSCR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 15 Median time elapsed (secs) between request and provision of any corresponding quotes 15 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1080078691 Written description of financial instrument Instrument Classification DTVXGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1091688660 Written description of financial instrument Instrument Classification DTFCFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled 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 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1134729794 Written description of financial instrument Instrument Classification DYFXXB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 28 Median time elapsed (secs) between request and provision of any corresponding quotes 28 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1242348164 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1252209249 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1325770722 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 13:30 103.296 15:17:08 600000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 16 Median time elapsed (secs) between request and provision of any corresponding quotes 16 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1405777589 Written description of financial instrument Instrument Classification DYFXXR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1405782159 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 1 Total value of transactions executed 1000000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 1000000 Median size of all orders or requests for quote 1000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1475750334 Written description of financial instrument Instrument Classification DTVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1480699641 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 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 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1493328477 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 100000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 44 Median time elapsed (secs) between request and provision of any corresponding quotes 44 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1496345684 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 U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1548424461 Written description of financial instrument Instrument Classification DBVUQB Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 18 Median time elapsed (secs) between request and provision of any corresponding quotes 18 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1550149204 Written description of financial instrument Instrument Classification DTFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 3000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 17 Median time elapsed (secs) between request and provision of any corresponding quotes 14 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1575854010 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 60 Median time elapsed (secs) between request and provision of any corresponding quotes 60 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 63 Median time elapsed (secs) between request and provision of any corresponding quotes 63 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1599276109 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 450000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 42 Median time elapsed (secs) between request and provision of any corresponding quotes 42 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1652511566 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1656933535 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 32 Median time elapsed (secs) between request and provision of any corresponding quotes 32 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1664643746 Written description of financial instrument Instrument Classification DTVXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 272500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 1 Total value of transactions executed 300000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 300000 Median size of all orders or requests for quote 300000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1696892295 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1711550373 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1713466495 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 99.63 11:53:49 400000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 99.72090909 Volume weighted transaction price 99.75709677 Highest executed price 99.9 Lowest executed price 99.5 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 49 Number of transactions executed 11 Total value of transactions executed 3100000 Number of orders or request for quotes received cancelled or withdrawn 38 Number of orders or request for quotes received modified Median transaction size 200000 Median size of all orders or requests for quote 300000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1720817540 Written description of financial instrument Instrument Classification DBFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1727496744 Written description of financial instrument Instrument Classification DTVXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1748890313 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 48 Median time elapsed (secs) between request and provision of any corresponding quotes 48 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 18 Median time elapsed (secs) between request and provision of any corresponding quotes 18 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1845207536 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 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 U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1851278777 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1852563086 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 2 Number of transactions executed 1 Total value of transactions executed 2550000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 2550000 Median size of all orders or requests for quote 1375000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 25 Median time elapsed (secs) between request and provision of any corresponding quotes 25 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1881004730 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 U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1883352681 Written description of financial instrument Instrument Classification DTFXGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 1 Median time elapsed (secs) between request and provision of any corresponding quotes 1 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government 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 32 Median time elapsed (secs) between request and provision of any corresponding quotes 32 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1912662183 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1938387237 Written description of financial instrument Instrument Classification DTFCFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1938443329 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 U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Mortgage Backed Bond XS1953255616 Written description of financial instrument Instrument Classification DAFXAR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1955024630 Written description of financial instrument Instrument Classification DYFXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 73 Median time elapsed (secs) between request and provision of any corresponding quotes 73 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1956037664 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1958533470 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1959337582 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1961019699 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 67 Median time elapsed (secs) between request and provision of any corresponding quotes 67 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1964617440 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed 2000000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 2000000 Median size of all orders or requests for quote 1500000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 23 Median time elapsed (secs) between request and provision of any corresponding quotes 23 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1964681610 Written description of financial instrument Instrument Classification DBXXXX Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 100.87 11:14:39 201000 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 100.835 Volume weighted transaction price 100.8350873 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 401000 Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size 200500 Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 3 Median time elapsed (secs) between acceptance and execution 3 Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1965523084 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 200000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 200000 Median size of all orders or requests for quote 1600000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1970690829 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1972572025 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1976945722 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 Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 99.84 Volume weighted transaction price 99.84 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 20000000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 10000000 Median size of all orders or requests for quote 10000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 17 Median time elapsed (secs) between request and provision of any corresponding quotes 17 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Other XS1979288328 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 100.28 15:54:57 1000000 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable AU3CB0231538 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 36 Median time elapsed (secs) between request and provision of any corresponding quotes 36 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable AU3CB0233526 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 42 Median time elapsed (secs) between request and provision of any corresponding quotes 42 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 24 Median time elapsed (secs) between request and provision of any corresponding quotes 24 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable AU3CB0261402 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 58 Median time elapsed (secs) between request and provision of any corresponding quotes 58 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable AU3CB0261410 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 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable AU3CB0261576 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 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument BE6312821612 Financial Instrument BE6312821612 Written description of financial instrument Written description of financial instrument Instrument Classification DTFNGR Instrument Classification DTXXXX 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 Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 99.92 Volume weighted transaction price 99.92 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 2000000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 1000000 Median size of all orders or requests for quote 1000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 23 Median time elapsed (secs) between request and provision of any corresponding quotes 16 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument DE000A2LQSN2 Written description of financial instrument Instrument Classification DTFTFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument DE000A2TSDD4 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0012384634 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 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 16 Median time elapsed (secs) between request and provision of any corresponding quotes 16 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013184702 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 13:30 101.854 14:00:09 500000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0013257623 Written description of financial instrument Instrument Classification DTFXXB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0013310224 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013313582 Written description of financial instrument Instrument Classification DBFTFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 53 Median time elapsed (secs) between request and provision of any corresponding quotes 53 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0013344686 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 U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0013359239 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 1000400000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0013396512 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013396520 Written description of financial instrument Instrument Classification DBFNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 18 Median time elapsed (secs) between request and provision of any corresponding quotes 18 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable GB0030880693 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 19 Median time elapsed (secs) between request and provision of any corresponding quotes 19 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable GB00BN65R313 Written description of financial instrument Instrument Classification DBFTFR Currency GBP **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 70 Median time elapsed (secs) between request and provision of any corresponding quotes 70 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1051241F68 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 47 Median time elapsed (secs) between request and provision of any corresponding quotes 47 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1051291G90 Written description of financial instrument Instrument Classification DBFTFB Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 36 Median time elapsed (secs) between request and provision of any corresponding quotes 36 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1051351J37 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 U7M81AY481YLIOR75625 Date 2019-04-03 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 46 Median time elapsed (secs) between request and provision of any corresponding quotes 46 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 24 Median time elapsed (secs) between request and provision of any corresponding quotes 24 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1103111AA7 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 U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1103481H98 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 U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1103531K10 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 44 Median time elapsed (secs) between request and provision of any corresponding quotes 44 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1120191EA0 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 U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1200511184 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 86 Median time elapsed (secs) between request and provision of any corresponding quotes 86 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1200551248 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 79 Median time elapsed (secs) between request and provision of any corresponding quotes 79 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1200561262 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 56 Median time elapsed (secs) between request and provision of any corresponding quotes 56 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1201671K12 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 25 Median time elapsed (secs) between request and provision of any corresponding quotes 25 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1300611K15 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 U7M81AY481YLIOR75625 Date 2019-04-03 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 104.95 Volume weighted transaction price 100.0004243 Highest executed price 114.85 Lowest executed price 100 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 3 Total value of transactions executed 28000800000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 3000000000 Median size of all orders or requests for quote 25000000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 110 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 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1748071K18 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 15.191875 Volume weighted transaction price -0.059229323 Highest executed price 121.875 Lowest executed price -0.08 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 8 Number of transactions executed 8 Total value of transactions executed 1.14E+11 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 16000000000 Median size of all orders or requests for quote 25000000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1748231K49 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 70.90800714 Volume weighted transaction price 58.10997035 Highest executed price 100.73 Lowest executed price -0.165 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 14 Number of transactions executed 14 Total value of transactions executed 1.91E+11 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 10000000000 Median size of all orders or requests for quote 10000000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 437 Median time elapsed (secs) between request and provision of any corresponding quotes 468 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP365820AG21 Written description of financial instrument Instrument Classification DBFSFB Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP372155CG46 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 137 Median time elapsed (secs) between request and provision of any corresponding quotes 137 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP525021AEC4 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 11:30 100.251 12:20:44 300000000 RFQ Electronic 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 100.251 Volume weighted transaction price 100.251 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 600000000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 300000000 Median size of all orders or requests for quote 300000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Other US00131MAH60 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 2 Median time elapsed (secs) between request and provision of any corresponding quotes 2 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US00131MAH60 Financial Instrument US00131MAH60 Written description of financial instrument Written description of financial instrument Instrument Classification DTFNGR Instrument Classification DTFUFR 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 2250000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 24 Median time elapsed (secs) between request and provision of any corresponding quotes 24 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US00182FBK12 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 100.6975 Volume weighted transaction price 100.6975 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 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 200000 Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 15 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US00206RDN98 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 100.816 15:50:01 250000 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 39 Median time elapsed (secs) between request and provision of any corresponding quotes 39 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 28 Median time elapsed (secs) between request and provision of any corresponding quotes 28 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US032654AQ85 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 99 Median time elapsed (secs) between request and provision of any corresponding quotes 99 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 32500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US037833CQ11 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US037833DJ68 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 99.25 13:50:15 10000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US05578QAC78 Written description of financial instrument Instrument Classification DTFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 44 Median time elapsed (secs) between request and provision of any corresponding quotes 44 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US05581LAB53 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 1 Total value of transactions executed 400000 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 Median size of all orders or requests for quote 400000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 61 Median time elapsed (secs) between request and provision of any corresponding quotes 61 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US05584KAD00 Written description of financial instrument Instrument Classification DTVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 26 Median time elapsed (secs) between request and provision of any corresponding quotes 26 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 100.075 Volume weighted transaction price 100.075 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 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 Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 99.16 09:57:38 200000 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 2 Median time elapsed (secs) between request and provision of any corresponding quotes 2 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 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 13000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06051GFX25 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06051GGT04 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 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06051GHH56 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 112 Median time elapsed (secs) between request and provision of any corresponding quotes 112 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Equity Preferred US064058AF75 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 421 Median time elapsed (secs) between request and provision of any corresponding quotes 421 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EAN58 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EAP07 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EBB02 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06739FFU03 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 68 Median time elapsed (secs) between request and provision of any corresponding quotes 68 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US09659W2C78 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 572 Median time elapsed (secs) between request and provision of any corresponding quotes 572 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 123 Median time elapsed (secs) between request and provision of any corresponding quotes 123 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US09660V2A05 Written description of financial instrument Instrument Classification DTVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 35 Median time elapsed (secs) between request and provision of any corresponding quotes 35 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US097023AM78 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 43 Median time elapsed (secs) between request and provision of any corresponding quotes 43 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US097023BN43 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 49 Median time elapsed (secs) between request and provision of any corresponding quotes 49 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 22 Median time elapsed (secs) between request and provision of any corresponding quotes 22 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US12634MAE03 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 5000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 25 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US136385AW17 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 828 Median time elapsed (secs) between request and provision of any corresponding quotes 828 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 937500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US172967KK69 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 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 U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US172967KX80 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 101.733 13:28:40 25000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US2027A1HY65 Written description of financial instrument Instrument Classification DTFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 95.2 Volume weighted transaction price 95.2 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 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 Median size of all orders or requests for quote 100000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 27 Median time elapsed (secs) between request and provision of any corresponding quotes 27 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 15:30 101.876 15:52:42 200000 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US22536PAD33 Written description of financial instrument Instrument Classification DTFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 26 Median time elapsed (secs) between request and provision of any corresponding quotes 26 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 65 Median time elapsed (secs) between request and provision of any corresponding quotes 65 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US23636BAR06 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 98.23 14:49:06 200000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 98.211 Volume weighted transaction price 98.211 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 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 Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 61 Median time elapsed (secs) between request and provision of any corresponding quotes 61 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US23636BAT61 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed 200000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 200000 Median size of all orders or requests for quote 300000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 16 Median time elapsed (secs) between request and provision of any corresponding quotes 16 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 33 Median time elapsed (secs) between request and provision of any corresponding quotes 33 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 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 U7M81AY481YLIOR75625 Date 2019-04-03 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 36 Median time elapsed (secs) between request and provision of any corresponding quotes 36 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US251526BX61 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 107 Median time elapsed (secs) between request and provision of any corresponding quotes 107 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 24 Median time elapsed (secs) between request and provision of any corresponding quotes 24 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US254709AM01 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US302154BT59 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled 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 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US337358BH79 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 32 Median time elapsed (secs) between request and provision of any corresponding quotes 32 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US38141EB818 Written description of financial instrument Instrument Classification DTVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 27 Median time elapsed (secs) between request and provision of any corresponding quotes 27 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US38141EC238 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 U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38141GVM31 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 112000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 16 Median time elapsed (secs) between request and provision of any corresponding quotes 16 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 34 Median time elapsed (secs) between request and provision of any corresponding quotes 34 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38141GWK65 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 675000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38141GXE96 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38143U8G98 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 U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38145GAH39 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 98.783 13:44:22 200000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed 200000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 200000 Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38148YAB48 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 99.781 11:55:04 30000 RFQ Electronic 13:30 RFQ Electronic 15:30 99.679 15:58:37 200000 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 99.73 Volume weighted transaction price 99.69230435 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 230000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 115000 Median size of all orders or requests for quote 115000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 09:30 102.158 10:04:44 500000 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 3 Median time elapsed (secs) between acceptance and execution 3 Mean time elapsed (secs) between request and provision of any corresponding quotes 16 Median time elapsed (secs) between request and provision of any corresponding quotes 16 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280AU33 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 225000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 57 Median time elapsed (secs) between request and provision of any corresponding quotes 57 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 17 Median time elapsed (secs) between request and provision of any corresponding quotes 17 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280BS77 Written description of financial instrument Instrument Classification DBXXXX Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 225000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280CA50 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 U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US45580KAE82 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 3 Median time elapsed (secs) between acceptance and execution 3 Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 225000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 34 Median time elapsed (secs) between request and provision of any corresponding quotes 34 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 99.79 10:00:30 4000000 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 99.62333333 Volume weighted transaction price 99.61247232 Highest executed price 99.79 Lowest executed price 99.5 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 3 Total value of transactions executed 13550000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 4550000 Median size of all orders or requests for quote 4550000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 44 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US456837AP87 Written description of financial instrument Instrument Classification DBXXXX Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 99.939 10:04:42 5000000 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 24 Median time elapsed (secs) between request and provision of any corresponding quotes 24 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Other US456837AP87 Written description of financial instrument Instrument Classification DBXNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 99.92 Volume weighted transaction price 99.9222 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 500000 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 Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 15 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US46625HJC51 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 103.448 14:41:22 18000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 13:30 102.919 15:18:55 12000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 6 Number of transactions executed 1 Total value of transactions executed 12000 Number of orders or request for quotes received cancelled or withdrawn 5 Number of orders or request for quotes received modified Median transaction size 12000 Median size of all orders or requests for quote 12500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US46625HRW24 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 101.571 14:52:13 125000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed 125000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 125000 Median size of all orders or requests for quote 65000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 38 Median time elapsed (secs) between request and provision of any corresponding quotes 38 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US46625HRX07 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 99.409 14:00:51 64000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US46647PAW68 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US471048AY49 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 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 U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US48125LRK07 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 21 Median time elapsed (secs) between request and provision of any corresponding quotes 21 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US50064FAL85 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 27 Median time elapsed (secs) between request and provision of any corresponding quotes 27 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US512807AT55 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 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 U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US55608KAN54 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 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 223000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 45 Median time elapsed (secs) between request and provision of any corresponding quotes 45 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US55608RAW07 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 26 Median time elapsed (secs) between request and provision of any corresponding quotes 26 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 45 Median time elapsed (secs) between request and provision of any corresponding quotes 45 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US574599BJ41 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 13:30 100.395 15:01:04 100000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 99.768 12:59:57 70000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US606822AS32 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 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 26 Median time elapsed (secs) between request and provision of any corresponding quotes 26 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US63946BAD29 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US63946BAE02 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US655664AP58 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 U7M81AY481YLIOR75625 Date 2019-04-03 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 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 14 Median time elapsed (secs) between request and provision of any corresponding quotes 14 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US69033DAB38 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 27 Median time elapsed (secs) between request and provision of any corresponding quotes 27 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US74949LAB80 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 384 Median time elapsed (secs) between request and provision of any corresponding quotes 384 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780097BD21 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed 200000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 200000 Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 16 Median time elapsed (secs) between request and provision of any corresponding quotes 16 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 99.751 Volume weighted transaction price 99.751 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 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 Median size of all orders or requests for quote 600000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780097BJ90 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 4 Number of transactions executed 1 Total value of transactions executed 150000 Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size 150000 Median size of all orders or requests for quote 150000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780153AU63 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 150000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 102.636 Volume weighted transaction price 102.636 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 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 Median size of all orders or requests for quote 30000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 30 Median time elapsed (secs) between request and provision of any corresponding quotes 30 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US822582BZ43 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 103.052 11:07:19 100000 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest 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 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 Median size of all orders or requests for quote 75000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 55 Median time elapsed (secs) between request and provision of any corresponding quotes 55 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 67 Median time elapsed (secs) between request and provision of any corresponding quotes 67 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US865622BJ28 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 14 Median time elapsed (secs) between request and provision of any corresponding quotes 14 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 0 Number of orders or request for quotes received modified Median transaction size Median size 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 14 Median time elapsed (secs) between request and provision of any corresponding quotes 14 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 16 Median time elapsed (secs) between request and provision of any corresponding quotes 16 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US89233P5T93 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 15 Median time elapsed (secs) between request and provision of any corresponding quotes 15 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US89236TEM36 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 99.57 Volume weighted transaction price 99.56766667 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 300000 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 Median size of all orders or requests for quote 95000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 15 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 67 Median time elapsed (secs) between request and provision of any corresponding quotes 67 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 104.153125 Volume weighted transaction price 103.769186 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 21500000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 10750000 Median size of all orders or requests for quote 7500000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 31 Median time elapsed (secs) between request and provision of any corresponding quotes 31 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US9128282Y56 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 50000000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 50000000 Median size of all orders or requests for quote 12000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-04-03 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 80 Median time elapsed (secs) between request and provision of any corresponding quotes 80 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US9128286B18 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 1 Total value of transactions executed 15000000 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 Median size of all orders or requests for quote 15000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US912828B667 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 60000000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 60000000 Median size of all orders or requests for quote 8000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US912828W713 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 50000000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 50000000 Median size of all orders or requests for quote 2500000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 99 Median time elapsed (secs) between request and provision of any corresponding quotes 99 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US92343VCM46 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 79 Median time elapsed (secs) between request and provision of any corresponding quotes 79 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US949746SB87 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 16 Median time elapsed (secs) between request and provision of any corresponding quotes 16 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US949746SJ14 Written description of financial instrument Instrument Classification DBVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 47 Median time elapsed (secs) between request and provision of any corresponding quotes 47 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 72 Median time elapsed (secs) between request and provision of any corresponding quotes 72 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 77000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US94974BGA26 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 U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 2 Number of transactions executed 1 Total value of transactions executed 30000 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 Median size of all orders or requests for quote 20000 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US94988J5N37 Written description of financial instrument Instrument Classification DTFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 14 Median time elapsed (secs) between request and provision of any corresponding quotes 14 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US961214DG53 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Convertible US96122UAA25 Written description of financial instrument Instrument Classification DCFUPR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 300000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 U7M81AY481YLIOR75625 Date 2019-04-03 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 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 98.96 12:01:24 150000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 3 Number of transactions executed 1 Total value of transactions executed 2000000 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 Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 25 Median time elapsed (secs) between request and provision of any corresponding quotes 25 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 57 Median time elapsed (secs) between request and provision of any corresponding quotes 57 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 20 Median time elapsed (secs) between request and provision of any corresponding quotes 20 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USJ4517MAA74 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 U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USJ7818LAC49 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 19 Median time elapsed (secs) between request and provision of any corresponding quotes 19 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 99.513 15:02:11 200000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 99.874 16:11:46 36000 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 11:30 107.74 12:53:55 200000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 U7M81AY481YLIOR75625 Date 2019-04-03 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 34 Median time elapsed (secs) between request and provision of any corresponding quotes 34 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 89 Median time elapsed (secs) between request and provision of any corresponding quotes 89 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU1109MAE67 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 448 Median time elapsed (secs) between request and provision of any corresponding quotes 448 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU24724AK95 Written description of financial instrument Instrument Classification DBFSGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 101.351 15:29:15 100000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 23 Median time elapsed (secs) between request and provision of any corresponding quotes 23 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 15:30 107.197 15:46:20 12000 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU59327AA11 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 98.882 11:04:56 50000 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 99.209 16:56:09 50000 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 99.0455 Volume weighted transaction price 99.0455 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 100000 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 Median size of all orders or requests for quote 50000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU76198AA52 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 98.845 10:51:51 500000 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Other USU76198AA52 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 99.373 Volume weighted transaction price 99.35 Highest executed price 99.637 Lowest executed price 99.293 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 12 Number of transactions executed 5 Total value of transactions executed 4000000 Number of orders or request for quotes received cancelled or withdrawn 7 Number of orders or request for quotes received modified Median transaction size 1000000 Median size of all orders or requests for quote 600000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 0 Median time elapsed (secs) between acceptance and execution 0 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 26 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU98737AA47 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 44 Median time elapsed (secs) between request and provision of any corresponding quotes 44 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 2 Median time elapsed (secs) between request and provision of any corresponding quotes 2 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USY46006AC99 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 70 Median time elapsed (secs) between request and provision of any corresponding quotes 70 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0827692269 Written description of financial instrument Instrument Classification DTFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 15 Median time elapsed (secs) between request and provision of any corresponding quotes 15 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0836465608 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 2 Median time elapsed (secs) between request and provision of any corresponding quotes 2 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0874014722 Written description of financial instrument Instrument Classification DTFXGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 32 Median time elapsed (secs) between request and provision of any corresponding quotes 32 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 100.255 Volume weighted transaction price 100.255 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 11578000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 5789000 Median size of all orders or requests for quote 5789000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0969864916 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1063561143 Written description of financial instrument Instrument Classification DYFXXR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1065044312 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1067959244 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 15 Median time elapsed (secs) between request and provision of any corresponding quotes 15 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1091688660 Written description of financial instrument Instrument Classification DTFCFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1109802303 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1188094673 Written description of financial instrument Instrument Classification DTFXFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1197269647 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 41 Median time elapsed (secs) between request and provision of any corresponding quotes 41 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1212467911 Written description of financial instrument Instrument Classification DTVXFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1219971774 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1227820187 Written description of financial instrument Instrument Classification DBVXGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1242348164 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled 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 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 21 Median time elapsed (secs) between request and provision of any corresponding quotes 21 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 100.3515 Volume weighted transaction price 100.3567857 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 2800000 Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size 1400000 Median size of all orders or requests for quote 1400000 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 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 U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1264600310 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 37 Median time elapsed (secs) between request and provision of any corresponding quotes 37 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1321424670 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1358935952 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 98.958 Volume weighted transaction price 98.91825 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 4000000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 2000000 Median size of all orders or requests for quote 2000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 22 Median time elapsed (secs) between request and provision of any corresponding quotes 22 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 22 Median time elapsed (secs) between request and provision of any corresponding quotes 22 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 56 Median time elapsed (secs) between request and provision of any corresponding quotes 56 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 2 Number of transactions executed 1 Total value of transactions executed 400000 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 Median size of all orders or requests for quote 400000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1394760182 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 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 2 Number of transactions executed 1 Total value of transactions executed 200000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 200000 Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 3 Median time elapsed (secs) between acceptance and execution 3 Mean time elapsed (secs) between request and provision of any corresponding quotes 27 Median time elapsed (secs) between request and provision of any corresponding quotes 27 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1405766624 Written description of financial instrument Instrument Classification DYFXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1405781698 Written description of financial instrument Instrument Classification DBFXBR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1418855455 Written description of financial instrument Instrument Classification DTFUCR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 61 Median time elapsed (secs) between request and provision of any corresponding quotes 61 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1432416029 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1480699641 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 1000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 23 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1496392330 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 26 Median time elapsed (secs) between request and provision of any corresponding quotes 26 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1497633179 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 32 Median time elapsed (secs) between request and provision of any corresponding quotes 32 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1508842256 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 2 Median time elapsed (secs) between request and provision of any corresponding quotes 2 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 20 Median time elapsed (secs) between request and provision of any corresponding quotes 20 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1550984816 Written description of financial instrument Instrument Classification DTFQFB 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 70 Median time elapsed (secs) between request and provision of any corresponding quotes 70 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Mortgage Backed Bond XS1564437199 Written description of financial instrument Instrument Classification DAFXAR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 16 Median time elapsed (secs) between request and provision of any corresponding quotes 16 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 98.0985 Volume weighted transaction price 98.13388889 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 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 Median size of all orders or requests for quote 225000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1604200904 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 U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 100.031 Volume weighted transaction price 100.031 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 4400000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 2200000 Median size of all orders or requests for quote 2200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 15:30 100.02 16:25:09 1050000 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 23 Median time elapsed (secs) between request and provision of any corresponding quotes 23 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1637332856 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 Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 100.5 Volume weighted transaction price 100.5 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 15110000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 7555000 Median size of all orders or requests for quote 7555000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1652511566 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1656933535 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 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1675400078 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 22 Median time elapsed (secs) between request and provision of any corresponding quotes 22 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 800000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 16 Median time elapsed (secs) between request and provision of any corresponding quotes 16 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 300000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 21 Median time elapsed (secs) between request and provision of any corresponding quotes 21 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 1625000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 22 Median time elapsed (secs) between request and provision of any corresponding quotes 22 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1711550373 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 225000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1713466495 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 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 450000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1725342288 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1734689620 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 42 Median time elapsed (secs) between request and provision of any corresponding quotes 42 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1757392201 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 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1785829760 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 300000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1789460216 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 3 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1793294767 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 99.933 16:41:23 300000 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 U7M81AY481YLIOR75625 Date 2019-04-03 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Mortgage Backed Bond XS1803114831 Written description of financial instrument Instrument Classification DAFXAR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 15 Median time elapsed (secs) between acceptance and execution 15 Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1824431313 Written description of financial instrument Instrument Classification DTVXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed 600000 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 Median size of all orders or requests for quote 600000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 4 Median time elapsed (secs) between acceptance and execution 4 Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1851278777 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 23 Median time elapsed (secs) between request and provision of any corresponding quotes 23 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1873112764 Written description of financial instrument Instrument Classification DBFUCR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 11:30 101.861 12:47:14 300000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 101.855 Volume weighted transaction price 101.8517692 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 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 Median size of all orders or requests for quote 650000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 14 Median time elapsed (secs) between request and provision of any corresponding quotes 14 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 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 19 Median time elapsed (secs) between request and provision of any corresponding quotes 19 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1902341939 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1910821682 Written description of financial instrument Instrument Classification DTVXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 26 Median time elapsed (secs) between request and provision of any corresponding quotes 26 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1932879130 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1936302865 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1938443329 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 29 Median time elapsed (secs) between request and provision of any corresponding quotes 29 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1950126109 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest 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 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 Median size of all orders or requests for quote 1600000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 41 Median time elapsed (secs) between request and provision of any corresponding quotes 41 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1964389800 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 U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1965523084 Written description of financial instrument Instrument Classification DBFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 4 Median time elapsed (secs) between acceptance and execution 4 Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1970690829 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Other XS1979280853 Written description of financial instrument Instrument Classification DBFNBR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 32 Median time elapsed (secs) between request and provision of any corresponding quotes 32 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Other XS1979280937 Written description of financial instrument Instrument Classification DBFNBR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Other XS1979293328 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 99.81 14:14:58 200000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 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 Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Other XS1980189028 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed 3000000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 3000000 Median size of all orders or requests for quote 1750000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 14 Median time elapsed (secs) between request and provision of any corresponding quotes 14 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1980189028 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 Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 76 Median time elapsed (secs) between request and provision of any corresponding quotes 76 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable AU3CB0261576 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 500000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 500000 Median size of all orders or requests for quote 500000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 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 Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 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 13:30 100.88 14:16:24 1000000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Interest Rate Swaps EZ5DHF1KCQZ3 Written description of financial instrument Instrument Classification SCUCCA Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 57.75 10:36:38 4000000 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 29 Median time elapsed (secs) between request and provision of any corresponding quotes 29 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Interest Rate Swaps EZ8RWHQHX642 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 85 10:32:02 4000000 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 80 Median time elapsed (secs) between request and provision of any corresponding quotes 80 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0012384634 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 09:30 102.575 10:51:53 700000 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0013257623 Written description of financial instrument Instrument Classification DTFXXB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 16500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 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 Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0013309606 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013341682 Written description of financial instrument Instrument Classification DBFTFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 2 Median time elapsed (secs) between request and provision of any corresponding quotes 2 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013405347 Written description of financial instrument Instrument Classification DBFNGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013407236 Written description of financial instrument Instrument Classification DBFTFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 67 Median time elapsed (secs) between request and provision of any corresponding quotes 67 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 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 -0.158 Volume weighted transaction price -0.158 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 800000000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 400000000 Median size of all orders or requests for quote 400000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 37 Median time elapsed (secs) between request and provision of any corresponding quotes 37 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 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 50 Median time elapsed (secs) between request and provision of any corresponding quotes 50 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1023991K47 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 28 Median time elapsed (secs) between request and provision of any corresponding quotes 28 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 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 -0.1555 Volume weighted transaction price -0.152559524 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 8400000000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 4200000000 Median size of all orders or requests for quote 4200000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 179 Median time elapsed (secs) between request and provision of any corresponding quotes 179 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP13002717A6 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 51 Median time elapsed (secs) between request and provision of any corresponding quotes 51 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1300441E92 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 11:30 129.548 12:35:30 15000000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1300611K15 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 66 Median time elapsed (secs) between request and provision of any corresponding quotes 66 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Municipal JP1300621K47 Written description of financial instrument Instrument Classification DNXXXX Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed 7000000000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 7000000000 Median size of all orders or requests for quote 3705000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 41 Median time elapsed (secs) between request and provision of any corresponding quotes 41 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1748221K33 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 0.6375 12:54:05 704000000 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 46 Median time elapsed (secs) between request and provision of any corresponding quotes 46 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Municipal JP2990001G40 Written description of financial instrument Instrument Classification DNFTFB Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 73 Median time elapsed (secs) between request and provision of any corresponding quotes 73 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US00182FBK12 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 U7M81AY481YLIOR75625 Date 2019-04-04 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 99.259 14:52:50 100000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US025816BR90 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 46 Median time elapsed (secs) between request and provision of any corresponding quotes 46 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 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 15:30 100.013 15:58:15 100000 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US03522AAE01 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 73 Median time elapsed (secs) between request and provision of any corresponding quotes 73 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US037833CQ11 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US05578UAD63 Written description of financial instrument Instrument Classification DTFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US05584KAD00 Written description of financial instrument Instrument Classification DTVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 15 Median time elapsed (secs) between request and provision of any corresponding quotes 15 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 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 11:30 103.478 12:29:38 7000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 103.4655 Volume weighted transaction price 103.4675833 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 12000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 6000 Median size of all orders or requests for quote 7000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06051GFM69 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 1024000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 24 Median time elapsed (secs) between request and provision of any corresponding quotes 24 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06051GHQ55 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 11:30 102.082 13:10:03 9000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06053FAA75 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 41 Median time elapsed (secs) between request and provision of any corresponding quotes 41 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EAN58 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 1 Total value of transactions executed 400000 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 Median size of all orders or requests for quote 400000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 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 U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 54 Median time elapsed (secs) between request and provision of any corresponding quotes 54 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US09681MAJ71 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 U7M81AY481YLIOR75625 Date 2019-04-04 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 13:30 102.893 14:09:47 7000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 27 Median time elapsed (secs) between request and provision of any corresponding quotes 27 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US172967KK69 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 99.929 14:18:16 20000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 20000 Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size 20000 Median size of all orders or requests for quote 15000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 16 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US172967KL43 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 11:30 101.713 12:12:12 13000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US172967KX80 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 33000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US172967LF65 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 30 Median time elapsed (secs) between request and provision of any corresponding quotes 30 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US17325FAL22 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 22 Median time elapsed (secs) between request and provision of any corresponding quotes 22 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US20259DAA54 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 1 Total value of transactions executed 300000 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 Median size of all orders or requests for quote 300000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 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 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US251526BY45 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 301 Median time elapsed (secs) between request and provision of any corresponding quotes 301 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US302154BT59 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled 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 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US377373AF20 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 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US38141EB818 Written description of financial instrument Instrument Classification DTVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38141GRD87 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 101.764 13:14:50 100000 RFQ Electronic 13:30 RFQ Electronic 15:30 101.764 15:45:06 50000 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 101.764 Volume weighted transaction price 101.764 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 150000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 75000 Median size of all orders or requests for quote 100000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38141GWM22 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 33 Median time elapsed (secs) between request and provision of any corresponding quotes 33 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38141GWN05 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 13:30 100.045 15:13:42 200000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 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 Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 15 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38148LAC00 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 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 17 Median time elapsed (secs) between request and provision of any corresponding quotes 17 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 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 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 225000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 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 18 Median time elapsed (secs) between request and provision of any corresponding quotes 18 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 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 09:30 100.137 09:42:19 5320000 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 26 Median time elapsed (secs) between request and provision of any corresponding quotes 26 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 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 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280CA50 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 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 Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 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 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US456837AQ60 Written description of financial instrument Instrument Classification DBXNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 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 97.43 10:23:59 10000000 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 15 Median time elapsed (secs) between request and provision of any corresponding quotes 15 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 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 11:30 102.731 12:48:31 43000 RFQ Electronic 13:30 102.731 14:16:22 5000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 102.731 Volume weighted transaction price 102.731 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 48000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 24000 Median size of all orders or requests for quote 13000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US46625HRW24 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 101.634 16:48:08 30000 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 101.617 Volume weighted transaction price 101.61275 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 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 Median size of all orders or requests for quote 40000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US46647PAW68 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 42 Median time elapsed (secs) between request and provision of any corresponding quotes 42 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US48127HAA77 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 18 Median time elapsed (secs) between request and provision of any corresponding quotes 18 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 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 18 Median time elapsed (secs) between request and provision of any corresponding quotes 18 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 27 Median time elapsed (secs) between request and provision of any corresponding quotes 27 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US58013MEM29 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 U7M81AY481YLIOR75625 Date 2019-04-04 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 99.749 12:34:52 150000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 22 Median time elapsed (secs) between request and provision of any corresponding quotes 22 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US594918BX11 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 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 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 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 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 500000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 17 Median time elapsed (secs) between request and provision of any corresponding quotes 17 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US664397AK26 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 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 09:30 100.48 10:12:27 200000 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 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 99.8135 Volume weighted transaction price 99.80265356 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 2035000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 1017500 Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780097BK63 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 25 Median time elapsed (secs) between request and provision of any corresponding quotes 25 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 83 Median time elapsed (secs) between request and provision of any corresponding quotes 83 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US86562MAG50 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 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US87165BAE39 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 63 Median time elapsed (secs) between request and provision of any corresponding quotes 63 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 27 Median time elapsed (secs) between request and provision of any corresponding quotes 27 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US88032XAG97 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 U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US88032XAL82 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US88032XAM65 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 100.061 Volume weighted transaction price 100.052 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 2200000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 1100000 Median size of all orders or requests for quote 1100000 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 U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US88579YBG52 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US892331AB56 Written description of financial instrument Instrument Classification DBFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 41 Median time elapsed (secs) between request and provision of any corresponding quotes 41 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US89236TFS96 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 67000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 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 17 Median time elapsed (secs) between request and provision of any corresponding quotes 17 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 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 41 Median time elapsed (secs) between request and provision of any corresponding quotes 41 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US9128284J61 Written description of financial instrument Instrument Classification DBFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 5000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 15 Median time elapsed (secs) between request and provision of any corresponding quotes 15 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 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 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US9128286B18 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 99.944 Volume weighted transaction price 99.545 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 42000000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 21000000 Median size of all orders or requests for quote 10000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 19 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US912828W713 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 41 Median time elapsed (secs) between request and provision of any corresponding quotes 41 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 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 Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US92826CAE21 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 108.042 12:37:56 9000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 69 Median time elapsed (secs) between acceptance and execution 69 Mean time elapsed (secs) between request and provision of any corresponding quotes 21 Median time elapsed (secs) between request and provision of any corresponding quotes 21 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 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 40 Median time elapsed (secs) between request and provision of any corresponding quotes 40 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 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 97.218 14:28:25 6000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 6000 Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size 6000 Median size of all orders or requests for quote 30000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 32 Median time elapsed (secs) between request and provision of any corresponding quotes 37 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US949746SJ14 Written description of financial instrument Instrument Classification DBVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US94974BGA26 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 28 Median time elapsed (secs) between request and provision of any corresponding quotes 28 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US95000U2A01 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 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 25 Median time elapsed (secs) between request and provision of any corresponding quotes 25 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US95000U2D40 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 U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US961214DS91 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 99.203 16:01:44 500000 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size 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 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Convertible US96122UAA25 Written description of financial instrument Instrument Classification DCFUPR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 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 103.0153333 Volume weighted transaction price 103.0137647 Highest executed price 103.032 Lowest executed price 103.002 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 3 Total value of transactions executed 850000 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 Median size of all orders or requests for quote 250000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 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 11:30 100.55 11:54:04 300000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 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 Median size of all orders or requests for quote 300000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 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 11:30 103.927 11:52:03 600000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest 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 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 Median size of all orders or requests for quote 400000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Other USG0R4HJAB24 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 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USG23530AA92 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 23 Median time elapsed (secs) between request and provision of any corresponding quotes 23 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USJ0423YBQ64 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 20 Median time elapsed (secs) between request and provision of any corresponding quotes 20 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 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 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 19 Median time elapsed (secs) between request and provision of any corresponding quotes 19 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 32 Median time elapsed (secs) between request and provision of any corresponding quotes 32 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 14 Median time elapsed (secs) between request and provision of any corresponding quotes 14 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USJ7771KPK71 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USJ7818LAC49 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 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 Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USQ66511AB43 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 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 13:30 102.004 14:25:21 30000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU09513HS13 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 112 Median time elapsed (secs) between request and provision of any corresponding quotes 112 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU4058LAD56 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 101.323 14:47:18 5000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU59327AA11 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 100.702 11:29:53 50000 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 76 Median time elapsed (secs) between request and provision of any corresponding quotes 76 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU65478BN50 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU98737AC03 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 29 Median time elapsed (secs) between request and provision of any corresponding quotes 29 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 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 Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 102.544 Volume weighted transaction price 102.5483746 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 17350000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 8675000 Median size of all orders or requests for quote 8675000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 77 Median time elapsed (secs) between request and provision of any corresponding quotes 77 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0177089298 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0520042416 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 100000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 56 Median time elapsed (secs) between request and provision of any corresponding quotes 56 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0551307100 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0706229555 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 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 11:30 102.754 11:41:06 103000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 102.7575 Volume weighted transaction price 102.7574483 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 203000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 101500 Median size of all orders or requests for quote 51550000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0903136736 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 U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS0972980097 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 U7M81AY481YLIOR75625 Date 2019-04-04 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 14 Median time elapsed (secs) between request and provision of any corresponding quotes 14 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1109741246 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 5000000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 5000000 Median size of all orders or requests for quote 2750000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1109802303 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 25 Median time elapsed (secs) between request and provision of any corresponding quotes 25 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1114125534 Written description of financial instrument Instrument Classification DTFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 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 2 Number of transactions executed 1 Total value of transactions executed 2500000 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 Median size of all orders or requests for quote 751250000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled 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 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1206972348 Written description of financial instrument Instrument Classification DBFQPR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1241581179 Written description of financial instrument Instrument Classification DTFUFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1242348164 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 29 Median time elapsed (secs) between request and provision of any corresponding quotes 29 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1252209249 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1264600310 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 103.975 Volume weighted transaction price 103.975 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 2400000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 1200000 Median size of all orders or requests for quote 1200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 20 Median time elapsed (secs) between request and provision of any corresponding quotes 20 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 3 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 1000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 34 Median time elapsed (secs) between request and provision of any corresponding quotes 14 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 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 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 200050000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 16 Median time elapsed (secs) between request and provision of any corresponding quotes 16 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1418627821 Written description of financial instrument Instrument Classification DTFCFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 104 Median time elapsed (secs) between request and provision of any corresponding quotes 104 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1480699641 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 24 Median time elapsed (secs) between request and provision of any corresponding quotes 24 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1520309839 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 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 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Mortgage Backed Bond XS1564437199 Written description of financial instrument Instrument Classification DAFXAR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 17 Median time elapsed (secs) between request and provision of any corresponding quotes 17 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1574681620 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 201000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 28 Median time elapsed (secs) between request and provision of any corresponding quotes 28 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1586330604 Written description of financial instrument Instrument Classification DTFUAN Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 27 Median time elapsed (secs) between request and provision of any corresponding quotes 27 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1622560842 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 100.07 Volume weighted transaction price 100.07 Highest executed price 100.07 Lowest executed price 100.07 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 3 Total value of transactions executed 16000000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 7000000 Median size of all orders or requests for quote 7000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1637332856 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 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 24 Median time elapsed (secs) between request and provision of any corresponding quotes 24 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 2 Median time elapsed (secs) between request and provision of any corresponding quotes 2 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 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 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 225000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 17 Median time elapsed (secs) between request and provision of any corresponding quotes 17 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 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 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 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 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1663477187 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 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1675400078 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 17 Median time elapsed (secs) between request and provision of any corresponding quotes 17 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1694216687 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1696908471 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1713466495 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 40 Median time elapsed (secs) between request and provision of any corresponding quotes 40 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 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 2 Number of transactions executed 1 Total value of transactions executed 20000000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 20000000 Median size of all orders or requests for quote 15000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1734547919 Written description of financial instrument Instrument Classification DTVXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed 1000000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 1000000 Median size of all orders or requests for quote 1000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1734689620 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 2200000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1778825262 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 11:47:36 100000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 28 Median time elapsed (secs) between request and provision of any corresponding quotes 28 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1785829760 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 2 Median time elapsed (secs) between request and provision of any corresponding quotes 2 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1787454922 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 31 Median time elapsed (secs) between request and provision of any corresponding quotes 31 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 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 13:30 101.046 14:19:20 300000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 101.008 Volume weighted transaction price 100.9928 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 1000000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 500000 Median size of all orders or requests for quote 500000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1825455030 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 2 Median time elapsed (secs) between request and provision of any corresponding quotes 2 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1828028677 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1845207536 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 2 Number of transactions executed 1 Total value of transactions executed 200000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 200000 Median size of all orders or requests for quote 1050000 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 U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1851277969 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 23 Median time elapsed (secs) between request and provision of any corresponding quotes 23 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1852563086 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 100.525 Volume weighted transaction price 100.6 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 3500000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 1750000 Median size of all orders or requests for quote 1000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 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 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1884006559 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 625000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1897158892 Written description of financial instrument Instrument Classification DTXNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled 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 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 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 09:30 105.647 10:45:47 2000000 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1932866079 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 21 Median time elapsed (secs) between request and provision of any corresponding quotes 21 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1934286730 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1934321404 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1935155090 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1958532829 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1964681610 Written description of financial instrument Instrument Classification DBXXXX Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 300000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1970468051 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 3 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 250000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1970690829 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1972573007 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 U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1978319108 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 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 U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1979280937 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 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 200000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 18 Median time elapsed (secs) between request and provision of any corresponding quotes 18 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1980189028 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 100000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1980270810 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 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable BE6254003252 Written description of financial instrument Instrument Classification DBFGFB Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument DE000A168650 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 23 Median time elapsed (secs) between request and provision of any corresponding quotes 23 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument DE000A1R0TN7 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 Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 37 Median time elapsed (secs) between request and provision of any corresponding quotes 37 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument DE000A2AAL23 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 Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 28 Median time elapsed (secs) between request and provision of any corresponding quotes 28 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0010908905 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 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 22 Median time elapsed (secs) between request and provision of any corresponding quotes 22 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0013248507 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 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0013257623 Written description of financial instrument Instrument Classification DTFXXB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0013292687 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 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 09:30 101.606 09:50:15 200000 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 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 48 Median time elapsed (secs) between request and provision of any corresponding quotes 48 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 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 Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 57 Median time elapsed (secs) between request and provision of any corresponding quotes 57 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 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 40 Median time elapsed (secs) between request and provision of any corresponding quotes 40 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 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 Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 33 Median time elapsed (secs) between request and provision of any corresponding quotes 33 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 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 Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 27 Median time elapsed (secs) between request and provision of any corresponding quotes 27 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 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 25 Median time elapsed (secs) between request and provision of any corresponding quotes 25 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Municipal JP1300621K47 Written description of financial instrument Instrument Classification DNXXXX Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 25 Median time elapsed (secs) between request and provision of any corresponding quotes 25 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1748241K47 Written description of financial instrument Instrument Classification DBZTFB Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 33.2339 Volume weighted transaction price 32.10181864 Highest executed price 100.0392 Lowest executed price -0.17 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 6 Number of transactions executed 6 Total value of transactions executed 1.18E+11 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 25000000000 Median size of all orders or requests for quote 25000000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 47 Median time elapsed (secs) between request and provision of any corresponding quotes 40 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US00206RCQ39 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 62 Median time elapsed (secs) between request and provision of any corresponding quotes 62 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 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 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US037833BX70 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 62 Median time elapsed (secs) between request and provision of any corresponding quotes 62 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US053332AP74 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 17 Median time elapsed (secs) between request and provision of any corresponding quotes 17 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US05578QAD51 Written description of financial instrument Instrument Classification DTFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US05584KAC27 Written description of financial instrument Instrument Classification DTFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 14 Median time elapsed (secs) between request and provision of any corresponding quotes 14 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 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 99.25 11:44:02 5600000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 23 Median time elapsed (secs) between request and provision of any corresponding quotes 23 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US06050TJZ66 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 72 Median time elapsed (secs) between request and provision of any corresponding quotes 72 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 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 13:30 103.575 14:26:38 50000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest 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 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 Median size of all orders or requests for quote 36500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06051GFU85 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 38 Median time elapsed (secs) between request and provision of any corresponding quotes 38 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06051GFW42 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06051GFX25 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled 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 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 18 Median time elapsed (secs) between request and provision of any corresponding quotes 18 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06051GGB95 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US06406HBP38 Written description of financial instrument Instrument Classification DTFXXX Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 989 Median time elapsed (secs) between request and provision of any corresponding quotes 989 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 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 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US09659W2D51 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 14 Median time elapsed (secs) between request and provision of any corresponding quotes 14 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US172967GK16 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 32 Median time elapsed (secs) between request and provision of any corresponding quotes 32 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 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 25 Median time elapsed (secs) between request and provision of any corresponding quotes 25 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US172967KX80 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 92500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 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 13:30 100.144 14:35:45 60000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US207597EL50 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 36 Median time elapsed (secs) between request and provision of any corresponding quotes 36 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US21688AAF93 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 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 248 Median time elapsed (secs) between request and provision of any corresponding quotes 248 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US22546QAP28 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 70 Median time elapsed (secs) between request and provision of any corresponding quotes 70 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US23636BAR06 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US24422ETR08 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 U7M81AY481YLIOR75625 Date 2019-04-05 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 98.723 10:17:49 19000 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 79 Median time elapsed (secs) between request and provision of any corresponding quotes 79 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38141GWN05 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 09:30 100.013 11:25:56 95000 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38141GXE96 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 112 Median time elapsed (secs) between request and provision of any corresponding quotes 112 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280AK50 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 104.077 10:44:55 12000 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 14 Median time elapsed (secs) between request and provision of any corresponding quotes 14 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 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 27 Median time elapsed (secs) between request and provision of any corresponding quotes 27 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 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 83 Median time elapsed (secs) between request and provision of any corresponding quotes 83 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 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 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280BT50 Written description of financial instrument Instrument Classification DBVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 75000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 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 100.138 Volume weighted transaction price 100.2308571 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 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 Median size of all orders or requests for quote 700000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 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 13:30 103.3 13:48:24 1000000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 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 14 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 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 39 Median time elapsed (secs) between request and provision of any corresponding quotes 39 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US44987DAM83 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 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 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 727500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 24 Median time elapsed (secs) between request and provision of any corresponding quotes 24 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US45818QAD16 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 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 U7M81AY481YLIOR75625 Date 2019-04-05 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 97.534 14:06:57 650000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US46647PAG19 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 15:30 100.334 18:49:57 100000 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 U7M81AY481YLIOR75625 Date 2019-04-05 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 300000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 216 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 33 Median time elapsed (secs) between request and provision of any corresponding quotes 33 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US594918BS26 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 36 Median time elapsed (secs) between request and provision of any corresponding quotes 36 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US63946BAD29 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US654106AF00 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 2 Median time elapsed (secs) between request and provision of any corresponding quotes 2 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US747525AS26 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 99.692 11:47:17 21000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size 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 U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780097BK63 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 27 Median time elapsed (secs) between request and provision of any corresponding quotes 27 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 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 13:30 106.915 14:08:56 40000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 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 11:30 103.65 11:44:03 5700000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 31 Median time elapsed (secs) between request and provision of any corresponding quotes 31 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US83368TAF57 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 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US854502AD32 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 64 Median time elapsed (secs) between request and provision of any corresponding quotes 64 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US89236TEM36 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 14 Median time elapsed (secs) between request and provision of any corresponding quotes 14 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 31 Median time elapsed (secs) between request and provision of any corresponding quotes 31 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US904678AF64 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 35 Median time elapsed (secs) between request and provision of any corresponding quotes 35 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US9128286B18 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 U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US92826CAF95 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 16 Median time elapsed (secs) between request and provision of any corresponding quotes 16 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US92857WBN92 Written description of financial instrument Instrument Classification DBVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 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 37 Median time elapsed (secs) between request and provision of any corresponding quotes 37 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 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 300000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US961214DS91 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 99.261 15:03:36 100000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 99.27066667 Volume weighted transaction price 99.28215789 Highest executed price 99.296 Lowest executed price 99.255 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 4 Number of transactions executed 3 Total value of transactions executed 475000 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 Median size of all orders or requests for quote 87500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument USF2R125AJ43 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 99 Median time elapsed (secs) between request and provision of any corresponding quotes 99 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 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 17 Median time elapsed (secs) between request and provision of any corresponding quotes 17 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 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 11:30 100.1 11:45:10 200000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 20 Median time elapsed (secs) between request and provision of any corresponding quotes 20 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 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 11:30 100.285 13:27:03 250000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed 250000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 250000 Median size of all orders or requests for quote 250000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 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 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 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 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USJ4517MAA74 Written description of financial instrument Instrument Classification DBVUQR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed 300000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 300000 Median size of all orders or requests for quote 300000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 339 Median time elapsed (secs) between request and provision of any corresponding quotes 339 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 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 60 Median time elapsed (secs) between request and provision of any corresponding quotes 60 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USJ7771KPK71 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USJ8129EAE89 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 98.173 16:29:19 200000 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 18 Median time elapsed (secs) between request and provision of any corresponding quotes 18 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 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 51 Median time elapsed (secs) between request and provision of any corresponding quotes 51 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU04503AE50 Written description of financial instrument Instrument Classification DBFSGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 102.976 15:04:08 200000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 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 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 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 102 Median time elapsed (secs) between request and provision of any corresponding quotes 102 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 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 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 235000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 26 Median time elapsed (secs) between request and provision of any corresponding quotes 26 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 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 13:30 101.101 13:55:29 200000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 26 Median time elapsed (secs) between request and provision of any corresponding quotes 26 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU59327AA11 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 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 300000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU98737AC03 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 150000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 16 Median time elapsed (secs) between request and provision of any corresponding quotes 16 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0177089298 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 85 Median time elapsed (secs) between request and provision of any corresponding quotes 85 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0254356057 Written description of financial instrument Instrument Classification DTVXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0479542580 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 31 Median time elapsed (secs) between request and provision of any corresponding quotes 31 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0499243300 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 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0500397905 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 U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0619547838 Written description of financial instrument Instrument Classification DTFUFB Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 17 Median time elapsed (secs) between request and provision of any corresponding quotes 17 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 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 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0874014722 Written description of financial instrument Instrument Classification DTFXGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 100.574 Volume weighted transaction price 100.5726667 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 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 300000 Median size of all orders or requests for quote 400000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS0906815088 Written description of financial instrument Instrument Classification DYFXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS0993266625 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 19 Median time elapsed (secs) between request and provision of any corresponding quotes 19 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 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 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 200000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 14 Median time elapsed (secs) between request and provision of any corresponding quotes 14 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1219588560 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 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 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 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 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1451467127 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 U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1596778263 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed 200000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 200000 Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 66 Median time elapsed (secs) between request and provision of any corresponding quotes 66 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1619312686 Written description of financial instrument Instrument Classification DYFXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 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 400000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 14 Median time elapsed (secs) between request and provision of any corresponding quotes 14 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 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 19 Median time elapsed (secs) between request and provision of any corresponding quotes 19 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1734689620 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 37 Median time elapsed (secs) between request and provision of any corresponding quotes 37 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 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 14 Median time elapsed (secs) between request and provision of any corresponding quotes 14 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1829217345 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 200000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1843449981 Written description of financial instrument Instrument Classification DYFXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1896661870 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1960676127 Written description of financial instrument Instrument Classification DBZUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 42 Median time elapsed (secs) between request and provision of any corresponding quotes 42 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1960678099 Written description of financial instrument Instrument Classification DBFUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1966038249 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 17 Median time elapsed (secs) between request and provision of any corresponding quotes 17 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable AU3CB0261402 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 101.7775 Volume weighted transaction price 101.7775 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 200000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 100000 Median size of all orders or requests for quote 100000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable AU3CB0261576 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 101.176 Volume weighted transaction price 101.1906667 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 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 150000 Median size of all orders or requests for quote 150000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 23 Median time elapsed (secs) between request and provision of any corresponding quotes 23 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable AU3TB0000192 Written description of financial instrument Instrument Classification DBFTFR 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 14 Median time elapsed (secs) between request and provision of any corresponding quotes 14 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed 300000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 300000 Median size of all orders or requests for quote 300000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument DE000A14KJF5 Written description of financial instrument Instrument Classification DTFUGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable 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 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument DE000LB1P720 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 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 31 Median time elapsed (secs) between request and provision of any corresponding quotes 31 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Interest Rate Swaps EZX7K2PQPMY5 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 29 14:21:04 5000000 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 U7M81AY481YLIOR75625 Date 2019-04-08 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 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 2 Median time elapsed (secs) between request and provision of any corresponding quotes 2 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013184702 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 34 Median time elapsed (secs) between request and provision of any corresponding quotes 34 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0013257623 Written description of financial instrument Instrument Classification DTFXXB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0013292687 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 2 Median time elapsed (secs) between request and provision of any corresponding quotes 2 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1023781H79 Written description of financial instrument Instrument Classification DBFTFB Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 28 Median time elapsed (secs) between request and provision of any corresponding quotes 28 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 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 28 Median time elapsed (secs) between request and provision of any corresponding quotes 28 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1023971K25 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 -0.155 09:42:14 1000000000 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 26 Median time elapsed (secs) between request and provision of any corresponding quotes 26 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 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 76 Median time elapsed (secs) between request and provision of any corresponding quotes 76 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1103541K42 Written description of financial instrument Instrument Classification DBFTFB Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed 1000000000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 1000000000 Median size of all orders or requests for quote 1000000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 35 Median time elapsed (secs) between request and provision of any corresponding quotes 35 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1748091K14 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 -0.13 Volume weighted transaction price -0.13 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 48600000000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 24300000000 Median size of all orders or requests for quote 24300000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1748101K12 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 -0.15 Volume weighted transaction price -0.15 Highest executed price -0.15 Lowest executed price -0.15 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 5 Number of transactions executed 5 Total value of transactions executed 1.03E+11 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 23000000000 Median size of all orders or requests for quote 23000000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1748131K24 Written description of financial instrument Instrument Classification DBZTFB Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1748151K29 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 32 Median time elapsed (secs) between request and provision of any corresponding quotes 32 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1748161K27 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 U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1748171K33 Written description of financial instrument Instrument Classification DBZTFB Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1748221K33 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 -0.167 Volume weighted transaction price -0.168972028 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 14300000000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 7150000000 Median size of all orders or requests for quote 7150000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 58 Median time elapsed (secs) between request and provision of any corresponding quotes 58 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1748241K47 Written description of financial instrument Instrument Classification DBZTFB Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price -0.175 Volume weighted transaction price -0.175 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 50000000000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 25000000000 Median size of all orders or requests for quote 25000000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 64 Median time elapsed (secs) between request and provision of any corresponding quotes 64 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US00135TAB08 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 72 Median time elapsed (secs) between request and provision of any corresponding quotes 72 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 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 11:30 101.896 12:09:22 4000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed 4000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 4000 Median size of all orders or requests for quote 14500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US00206RCU41 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US00206RDR03 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 56 Median time elapsed (secs) between request and provision of any corresponding quotes 56 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US023135AZ90 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 100.029 28000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 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 09:30 102.446 11:16:49 60000 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size 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 U7M81AY481YLIOR75625 Date 2019-04-08 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 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US03523TBX54 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 37 Median time elapsed (secs) between request and provision of any corresponding quotes 37 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 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 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 914 Median time elapsed (secs) between request and provision of any corresponding quotes 914 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US035240AQ30 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 420 Median time elapsed (secs) between request and provision of any corresponding quotes 420 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 0 Median time elapsed (secs) between request and provision of any corresponding quotes 0 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US037833AS94 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US037833BT68 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US037833CL24 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 1016000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US037833DD98 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US039483BL57 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 76 Median time elapsed (secs) between request and provision of any corresponding quotes 76 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US053332AP74 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 57 Median time elapsed (secs) between request and provision of any corresponding quotes 57 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US05578UAA25 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 106.92 Volume weighted transaction price 106.92 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 6000000 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 Median size of all orders or requests for quote 3000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US05578UAC80 Written description of financial instrument Instrument Classification DTFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 47 Median time elapsed (secs) between request and provision of any corresponding quotes 47 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US05578UAD63 Written description of financial instrument Instrument Classification DTFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 2 Median time elapsed (secs) between request and provision of any corresponding quotes 2 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US05581KAB70 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 48 Median time elapsed (secs) between request and provision of any corresponding quotes 48 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US05581KAC53 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 54 Median time elapsed (secs) between request and provision of any corresponding quotes 54 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 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 99.161 11:19:22 600000 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest 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 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 Median size of all orders or requests for quote 400000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US06050TJZ66 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 22 Median time elapsed (secs) between request and provision of any corresponding quotes 22 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06051GEH83 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 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 11:30 103.614 11:57:38 11000 RFQ Electronic 13:30 103.506 13:34:41 23000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 103.4905 Volume weighted transaction price 103.4906378 Highest executed price 103.614 Lowest executed price 103.465 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 19 Number of transactions executed 10 Total value of transactions executed 127000 Number of orders or request for quotes received cancelled or withdrawn 9 Number of orders or request for quotes received modified Median transaction size 11000 Median size of all orders or requests for quote 10000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06051GHD43 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 98.192 14:13:55 8000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EAN58 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 19 Median time elapsed (secs) between request and provision of any corresponding quotes 19 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 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 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 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 99.515 09:57:31 210000 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 99.5505 Volume weighted transaction price 99.54963415 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 410000 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 Median size of all orders or requests for quote 205000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US086516AL50 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US09659W2D51 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 58 Median time elapsed (secs) between request and provision of any corresponding quotes 58 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US09659X2F81 Written description of financial instrument Instrument Classification DTFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 1500000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 39 Median time elapsed (secs) between request and provision of any corresponding quotes 39 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US09681MAB46 Written description of financial instrument Instrument Classification DTFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US125581GV41 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 43 Median time elapsed (secs) between request and provision of any corresponding quotes 43 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US12634MAD20 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US161175BN35 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 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 U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US166764BL33 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US17275RAH57 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 24 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 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 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 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 29 Median time elapsed (secs) between request and provision of any corresponding quotes 29 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 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 19 Median time elapsed (secs) between request and provision of any corresponding quotes 19 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US172967KL43 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 78 Median time elapsed (secs) between request and provision of any corresponding quotes 78 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 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 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 U7M81AY481YLIOR75625 Date 2019-04-08 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 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US172967KX80 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 134000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US20030NBZ33 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 446 Median time elapsed (secs) between request and provision of any corresponding quotes 446 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 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 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 U7M81AY481YLIOR75625 Date 2019-04-08 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 11:30 101.761 11:44:39 51000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 2 Median time elapsed (secs) between request and provision of any corresponding quotes 2 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US2027A1KC09 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 U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 66 Median time elapsed (secs) between request and provision of any corresponding quotes 66 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 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 U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US24702RAJ05 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 87 Median time elapsed (secs) between request and provision of any corresponding quotes 87 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US251525AM33 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 125000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 24 Median time elapsed (secs) between request and provision of any corresponding quotes 24 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 27 Median time elapsed (secs) between request and provision of any corresponding quotes 27 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 24 Median time elapsed (secs) between request and provision of any corresponding quotes 24 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US28176EAD04 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 1280000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 24 Median time elapsed (secs) between request and provision of any corresponding quotes 24 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US302154CG20 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 93.566 14:24:59 200000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 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 Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 97.453 Volume weighted transaction price 97.573 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 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 Median size of all orders or requests for quote 300000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US38141EB818 Written description of financial instrument Instrument Classification DTVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 296 Median time elapsed (secs) between request and provision of any corresponding quotes 296 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38141GRD87 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38141GVM31 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38141GWC40 Written description of financial instrument Instrument Classification DBXUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 99.863 13:01:26 55000 RFQ Electronic 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 55000 Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size 55000 Median size of all orders or requests for quote 150000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 219 Median time elapsed (secs) between request and provision of any corresponding quotes 15 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38141GWM22 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 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 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 137500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 63 Median time elapsed (secs) between request and provision of any corresponding quotes 63 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38141GXE96 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 U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280AY54 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 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 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled 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 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 69 Median time elapsed (secs) between request and provision of any corresponding quotes 69 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 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 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 1250000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 15 Median time elapsed (secs) between request and provision of any corresponding quotes 15 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280BT50 Written description of financial instrument Instrument Classification DBVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 14 Median time elapsed (secs) between request and provision of any corresponding quotes 14 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 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 11:30 100.073 11:42:41 300000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 100.2115 Volume weighted transaction price 100.1838 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 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 Median size of all orders or requests for quote 250000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280BZ11 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 25 Median time elapsed (secs) between request and provision of any corresponding quotes 25 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 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 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US456837AP87 Written description of financial instrument Instrument Classification DBXNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 100.175 13:06:31 200000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed 200000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 200000 Median size of all orders or requests for quote 525000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 190 Median time elapsed (secs) between request and provision of any corresponding quotes 190 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US458140AX85 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 308 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US459058GE72 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 43 Median time elapsed (secs) between request and provision of any corresponding quotes 43 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 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 9 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 9 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 10000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 U7M81AY481YLIOR75625 Date 2019-04-08 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 60000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 16 Median time elapsed (secs) between request and provision of any corresponding quotes 16 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US46625HQW33 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 323 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US46625HRU67 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US46625HRW24 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 101.63 15:16:30 68000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed 68000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 68000 Median size of all orders or requests for quote 75500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US48127HAA77 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 18 Median time elapsed (secs) between request and provision of any corresponding quotes 18 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 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 1 Median time elapsed (secs) between request and provision of any corresponding quotes 1 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US53217VAC37 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 40 Median time elapsed (secs) between request and provision of any corresponding quotes 40 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 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 U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US55608KAJ43 Written description of financial instrument Instrument Classification DTVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 16 Median time elapsed (secs) between request and provision of any corresponding quotes 16 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 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 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 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 Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US60687YAN94 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 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 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US620076BF55 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 101.46 11:24:34 1000000 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US641062AE42 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 87 Median time elapsed (secs) between request and provision of any corresponding quotes 87 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US655664AP58 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US68389XBF15 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 73 Median time elapsed (secs) between request and provision of any corresponding quotes 73 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US690742AG60 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 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 U7M81AY481YLIOR75625 Date 2019-04-08 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 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US74977SCA87 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 500000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US75884RAX17 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 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 15 Median time elapsed (secs) between request and provision of any corresponding quotes 15 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780097BF78 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 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 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 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 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US86562MAH34 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 50 Median time elapsed (secs) between request and provision of any corresponding quotes 50 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US88032XAL82 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 300000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 16 Median time elapsed (secs) between request and provision of any corresponding quotes 16 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US88032XAN49 Written description of financial instrument Instrument Classification DTFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 18 Median time elapsed (secs) between request and provision of any corresponding quotes 18 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US882384AE01 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 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 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US89236TFS96 Written description of financial instrument Instrument Classification DTFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 25 Median time elapsed (secs) between request and provision of any corresponding quotes 25 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US90351DAF42 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 22 Median time elapsed (secs) between request and provision of any corresponding quotes 22 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US912796UZ09 Written description of financial instrument Instrument Classification DBZTXR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US912810SF66 Written description of financial instrument Instrument Classification DBFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 22000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 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 Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 98.47070313 Volume weighted transaction price 98.47070313 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 20000000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 10000000 Median size of all orders or requests for quote 10000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 52 Median time elapsed (secs) between request and provision of any corresponding quotes 52 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 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 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 1000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US9128286B18 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 6 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 6 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 1500000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 14 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US912828C574 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 25 Median time elapsed (secs) between request and provision of any corresponding quotes 25 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 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 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US912828R770 Written description of financial instrument Instrument Classification DBFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US912828V319 Written description of financial instrument Instrument Classification DBFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US912828W226 Written description of financial instrument Instrument Classification DBFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US912828W713 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 7 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 7 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 0 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 66 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US92826CAB81 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled 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 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 22 Median time elapsed (secs) between request and provision of any corresponding quotes 22 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US92857WBN92 Written description of financial instrument Instrument Classification DBVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 99.52 10:28:49 250000 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest 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 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 250000 Median size of all orders or requests for quote 875000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US949746SJ14 Written description of financial instrument Instrument Classification DBVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 101.708 12:03:49 12000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed 12000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 12000 Median size of all orders or requests for quote 63000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 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 14 Median time elapsed (secs) between request and provision of any corresponding quotes 14 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 4 Number of transactions executed 1 Total value of transactions executed 48000 Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size 48000 Median size of all orders or requests for quote 12000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 14 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US98105HAF73 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 49 Median time elapsed (secs) between request and provision of any corresponding quotes 49 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 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 15:30 100.222 15:40:03 250000 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest 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 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 250000 Median size of all orders or requests for quote 225000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 17 Median time elapsed (secs) between request and provision of any corresponding quotes 17 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USF43628C650 Written description of financial instrument Instrument Classification DBFUFM Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 215000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 19 Median time elapsed (secs) between request and provision of any corresponding quotes 19 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USF8586CH211 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 100.217 10:27:45 550000 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USG21184AB52 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 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 21 Median time elapsed (secs) between request and provision of any corresponding quotes 21 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 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 11:30 103.054 12:50:49 230000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 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 99.97 16:14:52 200000 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 2 Median time elapsed (secs) between request and provision of any corresponding quotes 2 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 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 Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 89 Median time elapsed (secs) between request and provision of any corresponding quotes 89 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 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 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 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 97.5 Volume weighted transaction price 97.5 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 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 Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 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 14 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USN39427AQ76 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 1 Median time elapsed (secs) between request and provision of any corresponding quotes 1 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USQ66345AA95 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 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 U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USQ66511AB43 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU07265AN84 Written description of financial instrument Instrument Classification DBFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 2 Median time elapsed (secs) between request and provision of any corresponding quotes 2 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 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 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 55500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 58 Median time elapsed (secs) between request and provision of any corresponding quotes 58 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU59327AA11 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 464000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 63 Median time elapsed (secs) between request and provision of any corresponding quotes 63 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU74078BY87 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 62 Median time elapsed (secs) between request and provision of any corresponding quotes 62 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU98737AC03 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 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 U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USY35527AA11 Written description of financial instrument Instrument Classification DBFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS0787510618 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 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 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 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0850057588 Written description of financial instrument Instrument Classification DTFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1057486471 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 U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1075430741 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Mortgage Backed Bond XS1078760813 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 36 Median time elapsed (secs) between request and provision of any corresponding quotes 36 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1112678989 Written description of financial instrument Instrument Classification DYFXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1219971774 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 39 Median time elapsed (secs) between request and provision of any corresponding quotes 39 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1225008538 Written description of financial instrument Instrument Classification DTFCFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1233064739 Written description of financial instrument Instrument Classification DTFQFR 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 25 Median time elapsed (secs) between request and provision of any corresponding quotes 25 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1242348164 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1252209249 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 1 Total value of transactions executed 500000 Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size 500000 Median size of all orders or requests for quote 500000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 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 310000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 23 Median time elapsed (secs) between request and provision of any corresponding quotes 23 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1392917784 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 2 Number of transactions executed 1 Total value of transactions executed 200000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 200000 Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1397134609 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1405782159 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 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 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 512500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1485745704 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1508675334 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 500000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 22 Median time elapsed (secs) between request and provision of any corresponding quotes 22 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1548424461 Written description of financial instrument Instrument Classification DBVUQB Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 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 99.091 Volume weighted transaction price 99.08964706 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 425000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 212500 Median size of all orders or requests for quote 225000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 4 Median time elapsed (secs) between acceptance and execution 4 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 38 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1567173809 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 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1574158082 Written description of financial instrument Instrument Classification DBFNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1622560842 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 U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Mortgage Backed Bond XS1631415582 Written description of financial instrument Instrument Classification DGFQFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 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 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 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 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 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 3 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1716831570 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1732232340 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 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1734689620 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1791939066 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 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 15 Median time elapsed (secs) between request and provision of any corresponding quotes 15 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1796077946 Written description of financial instrument Instrument Classification DBFOFB Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1840614736 Written description of financial instrument Instrument Classification DBVUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1840614736 Written description of financial instrument Instrument Classification DYVXXB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 0 Median time elapsed (secs) between request and provision of any corresponding quotes 0 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1846632104 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 2019-04-08 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 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 19 Median time elapsed (secs) between request and provision of any corresponding quotes 19 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1865437930 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1897158892 Written description of financial instrument Instrument Classification DTXNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1902341939 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government 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 99.844 14:10:39 5000000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 99.844 Volume weighted transaction price 99.844 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 10000000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 5000000 Median size of all orders or requests for quote 5000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1912654594 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 17 Median time elapsed (secs) between request and provision of any corresponding quotes 17 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1912662183 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 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1934286730 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 40 Median time elapsed (secs) between request and provision of any corresponding quotes 40 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Mortgage Backed Bond XS1935140068 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Mortgage Backed Bond XS1935281631 Written description of financial instrument Instrument Classification DAVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 104.168 12:46:46 5000000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 55 Median time elapsed (secs) between request and provision of any corresponding quotes 55 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1936784161 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 290000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 22 Median time elapsed (secs) between request and provision of any corresponding quotes 22 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Mortgage Backed Bond XS1938532857 Written description of financial instrument Instrument Classification DAFXAR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1959337236 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 310000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean 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 U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1959967685 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1964681610 Written description of financial instrument Instrument Classification DBXXXX Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 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 400000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1970468051 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 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 Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1970690829 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1972731787 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 300000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 50 Median time elapsed (secs) between request and provision of any corresponding quotes 50 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1978319108 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1979293328 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 100.05 Volume weighted transaction price 100.05 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 10000000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 5000000 Median size of all orders or requests for quote 5000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1980065301 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 U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable AU3CB0233526 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable AU3CB0240109 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 U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable AU3CB0253789 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 28 Median time elapsed (secs) between request and provision of any corresponding quotes 28 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 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 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable AU3CB0261402 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 101.66225 Volume weighted transaction price 101.66225 Highest executed price 101.735 Lowest executed price 101.568 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 5 Number of transactions executed 4 Total value of transactions executed 200000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 50000 Median size of all orders or requests for quote 50000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable AU3CB0261410 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 300000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 14 Median time elapsed (secs) between request and provision of any corresponding quotes 14 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable BE6254003252 Written description of financial instrument Instrument Classification DBFGFB Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 400000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 15 Median time elapsed (secs) between request and provision of any corresponding quotes 15 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 39 Median time elapsed (secs) between request and provision of any corresponding quotes 39 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable DK0009510992 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 20 Median time elapsed (secs) between request and provision of any corresponding quotes 20 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0012384634 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 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0013309606 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 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 Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 22 Median time elapsed (secs) between request and provision of any corresponding quotes 22 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 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 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 52 Median time elapsed (secs) between request and provision of any corresponding quotes 52 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1748091K14 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 26 Median time elapsed (secs) between request and provision of any corresponding quotes 26 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1748101K12 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 51 Median time elapsed (secs) between request and provision of any corresponding quotes 51 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1748131K24 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 30 Median time elapsed (secs) between request and provision of any corresponding quotes 30 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government JP1748141K22 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 35 Median time elapsed (secs) between request and provision of any corresponding quotes 35 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1748221K33 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 U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP2270002E71 Written description of financial instrument Instrument Classification DBFXXB Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 138 Median time elapsed (secs) between request and provision of any corresponding quotes 138 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US00131MAH60 Written description of financial instrument Instrument Classification DTFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US00206RGL06 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 U7M81AY481YLIOR75625 Date 2019-04-09 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 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US00751YAB20 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 21 Median time elapsed (secs) between request and provision of any corresponding quotes 21 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 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 95 Median time elapsed (secs) between request and provision of any corresponding quotes 95 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US023135BC96 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 270 Median time elapsed (secs) between request and provision of any corresponding quotes 270 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 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 99.355 19:04:01 50000 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 15 Median time elapsed (secs) between request and provision of any corresponding quotes 15 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US02665WCE93 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 68 Median time elapsed (secs) between request and provision of any corresponding quotes 68 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 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 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 U7M81AY481YLIOR75625 Date 2019-04-09 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 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 48 Median time elapsed (secs) between request and provision of any corresponding quotes 48 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US037833BX70 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US037833CN89 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 15 Median time elapsed (secs) between request and provision of any corresponding quotes 15 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US046353AK44 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 52500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 24 Median time elapsed (secs) between request and provision of any corresponding quotes 24 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US05578QAC78 Written description of financial instrument Instrument Classification DTFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US05578UAA25 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US05581LAA70 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 16 Median time elapsed (secs) between request and provision of any corresponding quotes 16 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US05584KAF57 Written description of financial instrument Instrument Classification DTFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 16 Median time elapsed (secs) between request and provision of any corresponding quotes 16 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 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 63 Median time elapsed (secs) between request and provision of any corresponding quotes 63 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 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 19 Median time elapsed (secs) between request and provision of any corresponding quotes 19 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 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 395 Median time elapsed (secs) between request and provision of any corresponding quotes 395 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06051GFS30 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 19 Median time elapsed (secs) between request and provision of any corresponding quotes 19 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06051GFW42 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 28 Median time elapsed (secs) between request and provision of any corresponding quotes 28 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06051GGN34 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 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 U7M81AY481YLIOR75625 Date 2019-04-09 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 98.493 10:26:44 250000 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US086516AL50 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 104.147 11:49:54 380000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 14 Median time elapsed (secs) between request and provision of any corresponding quotes 14 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US09659X2A94 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 16 Median time elapsed (secs) between request and provision of any corresponding quotes 16 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 21 Median time elapsed (secs) between request and provision of any corresponding quotes 21 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 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 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US161175BN35 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 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 U7M81AY481YLIOR75625 Date 2019-04-09 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 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 U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US172967KJ96 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 33 Median time elapsed (secs) between request and provision of any corresponding quotes 33 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US172967KK69 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 99.874 12:14:13 20000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 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 11:30 100.932 13:11:48 1000000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US172967KX80 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 16 Median time elapsed (secs) between request and provision of any corresponding quotes 16 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US172967LC35 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 99.974 14:06:46 100000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest 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 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 Median size of all orders or requests for quote 250000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US2027A1HY65 Written description of financial instrument Instrument Classification DTFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US251525AM33 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 92.4 15:48:52 200000 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed 200000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 200000 Median size of all orders or requests for quote 600000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 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 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US251526BN89 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US251526BR93 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 98.458 13:02:53 300000 RFQ Electronic 13:30 98.458 14:41:15 110000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 98.458 Volume weighted transaction price 98.458 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 410000 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 Median size of all orders or requests for quote 205000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US28176EAD04 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 1280000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 33 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 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 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US29250NAM74 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US302154BK41 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US34964CAC01 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 188 Median time elapsed (secs) between request and provision of any corresponding quotes 188 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38141GVM31 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38141GWN05 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 13:30 100.168 14:38:50 40000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 100.168 Volume weighted transaction price 100.168 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 140000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 70000 Median size of all orders or requests for quote 70000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38145GAF72 Written description of financial instrument Instrument Classification DBVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 100.864 16:09:06 500000 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 31 Median time elapsed (secs) between request and provision of any corresponding quotes 31 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38148LAC00 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 17 Median time elapsed (secs) between request and provision of any corresponding quotes 17 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404119BP36 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 81 Median time elapsed (secs) between request and provision of any corresponding quotes 81 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 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 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 1360000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 50 Median time elapsed (secs) between request and provision of any corresponding quotes 50 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 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 26 Median time elapsed (secs) between request and provision of any corresponding quotes 26 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280BT50 Written description of financial instrument Instrument Classification DBVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280CA50 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 500000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 22 Median time elapsed (secs) between request and provision of any corresponding quotes 22 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US40428HPR74 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 38 Median time elapsed (secs) between request and provision of any corresponding quotes 38 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US437076BX94 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US452308AR01 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US45604HAD98 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 79 Median time elapsed (secs) between request and provision of any corresponding quotes 79 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 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 99.84 12:57:33 400000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US456837AP87 Written description of financial instrument Instrument Classification DBXNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 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 23 Median time elapsed (secs) between request and provision of any corresponding quotes 23 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 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 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US46625HRW24 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 25 Median time elapsed (secs) between request and provision of any corresponding quotes 25 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US46647PBB13 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US48125LRK07 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 51 Median time elapsed (secs) between request and provision of any corresponding quotes 51 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US48125LRS33 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 123 Median time elapsed (secs) between request and provision of any corresponding quotes 123 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US48127HAA77 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 345 Median time elapsed (secs) between request and provision of any corresponding quotes 345 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US521865AX34 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 103.848 12:10:59 750000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US59022CAA18 Written description of financial instrument Instrument Classification DBVSGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 4 Median time elapsed (secs) between acceptance and execution 4 Mean time elapsed (secs) between request and provision of any corresponding quotes 80 Median time elapsed (secs) between request and provision of any corresponding quotes 80 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US594918BW38 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 99.718 12:18:46 30000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US594918BX11 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US606822BC70 Written description of financial instrument Instrument Classification DBFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 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 46 Median time elapsed (secs) between request and provision of any corresponding quotes 46 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US63254AAP30 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 21 Median time elapsed (secs) between request and provision of any corresponding quotes 21 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 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 51 Median time elapsed (secs) between request and provision of any corresponding quotes 51 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US69033DAC11 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Other US78448TAE29 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 83 Median time elapsed (secs) between request and provision of any corresponding quotes 83 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 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 18 Median time elapsed (secs) between request and provision of any corresponding quotes 18 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US82460EAJ91 Written description of financial instrument Instrument Classification DTFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 61 Median time elapsed (secs) between request and provision of any corresponding quotes 61 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 17 Median time elapsed (secs) between request and provision of any corresponding quotes 17 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 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 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US87165BAL71 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 54 Median time elapsed (secs) between request and provision of any corresponding quotes 54 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US87165BAN38 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 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 2019-04-09 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 297 Median time elapsed (secs) between request and provision of any corresponding quotes 297 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 14 Median time elapsed (secs) between request and provision of any corresponding quotes 14 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US89233P5T93 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 21 Median time elapsed (secs) between request and provision of any corresponding quotes 21 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US89236TEM36 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Other US91127LAC46 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 3 Number of transactions executed 1 Total value of transactions executed 500000 Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size 500000 Median size of all orders or requests for quote 1000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 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 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US91127LAC46 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 99.90475 Volume weighted transaction price 99.90634783 Highest executed price 99.937 Lowest executed price 99.876 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 10 Number of transactions executed 4 Total value of transactions executed 9200000 Number of orders or request for quotes received cancelled or withdrawn 6 Number of orders or request for quotes received modified Median transaction size 2000000 Median size of all orders or requests for quote 650000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US912796VE60 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 Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 154 Median time elapsed (secs) between request and provision of any corresponding quotes 154 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 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 Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 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 Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 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 Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 97.9375 Volume weighted transaction price 97.9375 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 56600000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 28300000 Median size of all orders or requests for quote 28300000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 455 Median time elapsed (secs) between request and provision of any corresponding quotes 455 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US912828W713 Written description of financial instrument Instrument Classification DBFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US912828WJ58 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 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 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US912828XE52 Written description of financial instrument Instrument Classification DBFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 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 112 Median time elapsed (secs) between request and provision of any corresponding quotes 112 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US92857WBK53 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US931142EC31 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 182500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US949746SJ14 Written description of financial instrument Instrument Classification DBVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 89000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US94988J5T07 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 63 Median time elapsed (secs) between request and provision of any corresponding quotes 63 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 225000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 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 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USF1R15XK516 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 54 Median time elapsed (secs) between request and provision of any corresponding quotes 54 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USF8586CBS01 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 22 Median time elapsed (secs) between request and provision of any corresponding quotes 22 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 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 09:30 100.453 10:33:04 200000 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed 200000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 200000 Median size of all orders or requests for quote 500000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Other USG2179DAA30 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USG2179DAB13 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Other USG2179DAB13 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 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 98.411 13:19:22 200000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USG8201NAH55 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 42 Median time elapsed (secs) between request and provision of any corresponding quotes 42 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USG82296AD99 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 100.119 13:43:03 200000 RFQ Electronic 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 100.03175 Volume weighted transaction price 100.0011264 Highest executed price 100.119 Lowest executed price 99.951 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 4 Number of transactions executed 4 Total value of transactions executed 8700000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 1750000 Median size of all orders or requests for quote 1750000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 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 Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 107.25 Volume weighted transaction price 107.25 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 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 Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USJ09748AD66 Written description of financial instrument Instrument Classification DBVUPR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-04-09 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 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 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 19 Median time elapsed (secs) between request and provision of any corresponding quotes 19 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 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 13:30 102.034 13:50:18 15000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 2 Median time elapsed (secs) between request and provision of any corresponding quotes 2 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USQ66511AB43 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU1109MAB29 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 U7M81AY481YLIOR75625 Date 2019-04-09 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 16 Median time elapsed (secs) between request and provision of any corresponding quotes 16 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU59327AA11 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 99.683 12:16:24 70000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 16 Median time elapsed (secs) between request and provision of any corresponding quotes 16 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 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 11:30 102.726 11:53:20 1000000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 102.746 Volume weighted transaction price 102.746 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 2000000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 1000000 Median size of all orders or requests for quote 1000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU98737AC03 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 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 300500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 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 0 Number of orders or request for quotes received modified Median transaction size Median size 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 46 Median time elapsed (secs) between request and provision of any corresponding quotes 46 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USY52758AC63 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 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 Median size of all orders or requests for quote 1000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USY52758AD47 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 99.876 10:12:58 400000 RFQ Electronic 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 99.20866667 Volume weighted transaction price 99.72309091 Highest executed price 99.94 Lowest executed price 97.81 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 6 Number of transactions executed 3 Total value of transactions executed 1100000 Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size 400000 Median size of all orders or requests for quote 500000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 19 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Other USY52758AD47 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USY68868AA92 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 320 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 U7M81AY481YLIOR75625 Date 2019-04-09 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 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0254356057 Written description of financial instrument Instrument Classification DTVXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 4 Number of transactions executed 1 Total value of transactions executed 336000 Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size 336000 Median size of all orders or requests for quote 193000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0827991505 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 18 Median time elapsed (secs) between request and provision of any corresponding quotes 18 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0874014722 Written description of financial instrument Instrument Classification DTFXGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 100.675 Volume weighted transaction price 100.653125 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 1600000 Number of orders or request for quotes received cancelled or withdrawn 4 Number of orders or request for quotes received modified Median transaction size 800000 Median size of all orders or requests for quote 600000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 19 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS0911024635 Written description of financial instrument Instrument Classification DBFUCR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 97.6565 Volume weighted transaction price 99.72382927 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 20500000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 10250000 Median size of all orders or requests for quote 18500000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 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 2 Median time elapsed (secs) between request and provision of any corresponding quotes 2 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS0957258212 Written description of financial instrument Instrument Classification DBFGFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS0982019126 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 14 Median time elapsed (secs) between request and provision of any corresponding quotes 14 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS0989359756 Written description of financial instrument Instrument Classification DBFUFM Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 1515000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 38 Median time elapsed (secs) between request and provision of any corresponding quotes 38 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 106.2 Volume weighted transaction price 106.2 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 10000000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 5000000 Median size of all orders or requests for quote 5000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 22 Median time elapsed (secs) between request and provision of any corresponding quotes 22 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 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 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Mortgage Backed Bond XS1078760813 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 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 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 2 Median time elapsed (secs) between request and provision of any corresponding quotes 2 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1109802303 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled 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 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1112829947 Written description of financial instrument Instrument Classification DTFXGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 600000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 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 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 23 Median time elapsed (secs) between request and provision of any corresponding quotes 23 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1207005023 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 18 Median time elapsed (secs) between request and provision of any corresponding quotes 18 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1241581179 Written description of financial instrument Instrument Classification DTFUFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1242348164 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 1 Total value of transactions executed 500000 Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size 500000 Median size of all orders or requests for quote 430000 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 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1321424670 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 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 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 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 11:30 108.189 12:16:33 200000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1377682676 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 U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1379184473 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1384281090 Written description of financial instrument Instrument Classification DBFSCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 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 11:30 102.861 12:14:50 300000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1395052639 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1405767275 Written description of financial instrument Instrument Classification DYFXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 370000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 39 Median time elapsed (secs) between request and provision of any corresponding quotes 39 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1485745704 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1548424461 Written description of financial instrument Instrument Classification DBVUQB Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1577762583 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 16 Median time elapsed (secs) between request and provision of any corresponding quotes 16 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1580125372 Written description of financial instrument Instrument Classification DTVUFB Currency AUD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1586330604 Written description of financial instrument Instrument Classification DTFUAN Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 204 Median time elapsed (secs) between request and provision of any corresponding quotes 204 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 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 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1596795192 Written description of financial instrument Instrument Classification DTVXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1613121422 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 22 Median time elapsed (secs) between request and provision of any corresponding quotes 22 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1622560842 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 11:30 100.065 11:32:32 5609000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 100.0645 Volume weighted transaction price 100.0646515 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 8609000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 4304500 Median size of all orders or requests for quote 1502804500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 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 3 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 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 200000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 200000 Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 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 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 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 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1692348847 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 U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1711550373 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1725337445 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 2 Median time elapsed (secs) between request and provision of any corresponding quotes 2 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 2 Median time elapsed (secs) between request and provision of any corresponding quotes 2 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1788513734 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 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1788514039 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 31 Median time elapsed (secs) between request and provision of any corresponding quotes 31 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 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 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 U7M81AY481YLIOR75625 Date 2019-04-09 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 Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 101.14 Volume weighted transaction price 101.0729545 Highest executed price 101.24 Lowest executed price 101 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 4 Number of transactions executed 3 Total value of transactions executed 3520000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 1000000 Median size of all orders or requests for quote 660000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1805474951 Written description of financial instrument Instrument Classification DYFXXR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1808861840 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 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 17 Median time elapsed (secs) between request and provision of any corresponding quotes 17 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1824431313 Written description of financial instrument Instrument Classification DTVXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1830992563 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 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 400000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 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 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1843449981 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 13:30 100.623 13:39:47 300000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1845207536 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 2 Median time elapsed (secs) between request and provision of any corresponding quotes 2 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 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 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1865437930 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 41 Median time elapsed (secs) between request and provision of any corresponding quotes 41 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1873112764 Written description of financial instrument Instrument Classification DBFUCR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1874127811 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 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 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled 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 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 17 Median time elapsed (secs) between request and provision of any corresponding quotes 17 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1882544205 Written description of financial instrument Instrument Classification DBVNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled 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 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1897158892 Written description of financial instrument Instrument Classification DTXNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 41 Median time elapsed (secs) between request and provision of any corresponding quotes 41 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1897257520 Written description of financial instrument Instrument Classification DTVXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Mortgage Backed Bond XS1897339096 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 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1910821682 Written description of financial instrument Instrument Classification DTVXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1910947941 Written description of financial instrument Instrument Classification DBVNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 30 Median time elapsed (secs) between request and provision of any corresponding quotes 30 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1914485534 Written description of financial instrument Instrument Classification DYFXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1917764372 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 36 Median time elapsed (secs) between request and provision of any corresponding quotes 36 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1935139995 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 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1939356645 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 34 Median time elapsed (secs) between request and provision of any corresponding quotes 34 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1945125463 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1958646082 Written description of financial instrument Instrument Classification DBFUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1964681610 Written description of financial instrument Instrument Classification DBXXXX Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 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 420000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1970690829 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 17 Median time elapsed (secs) between request and provision of any corresponding quotes 17 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1972731787 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 52 Median time elapsed (secs) between request and provision of any corresponding quotes 52 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Other XS1978939079 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 99.2655 Volume weighted transaction price 99.2655 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 2000000 Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size 1000000 Median size of all orders or requests for quote 1000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 28 Median time elapsed (secs) between request and provision of any corresponding quotes 28 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1978939079 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 800000 Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size 800000 Median size of all orders or requests for quote 500000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1979288328 Written description of financial instrument Instrument Classification DTVXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1979293328 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest 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 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 250000 Median size of all orders or requests for quote 625000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 15 Median time elapsed (secs) between request and provision of any corresponding quotes 15 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1980189028 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 17 Median time elapsed (secs) between request and provision of any corresponding quotes 17 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Other XS1980270810 Written description of financial instrument Instrument Classification DMXXXX Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1982037696 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument XS1982107903 Written description of financial instrument Instrument Classification DTXXXX Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable AU3CB0233526 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 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable AU3CB0248169 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 35 Median time elapsed (secs) between request and provision of any corresponding quotes 35 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable AU3CB0256899 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 58 Median time elapsed (secs) between request and provision of any corresponding quotes 58 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable AU3CB0261402 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 101.874 Volume weighted transaction price 101.874 Highest executed price 101.902 Lowest executed price 101.86 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 4 Number of transactions executed 3 Total value of transactions executed 150000 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 Median size of all orders or requests for quote 50000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable AU3CB0261410 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 102 Volume weighted transaction price 102 Highest executed price 102 Lowest executed price 102 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 4 Number of transactions executed 4 Total value of transactions executed 1000000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 250000 Median size of all orders or requests for quote 250000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable AU3FN0047759 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 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable BE6254003252 Written description of financial instrument Instrument Classification DBFGFB Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 107.6 12:29:04 200000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed 200000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 200000 Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 24 Median time elapsed (secs) between request and provision of any corresponding quotes 24 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument BE6285454482 Written description of financial instrument Instrument Classification DTFNGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 23 Median time elapsed (secs) between request and provision of any corresponding quotes 23 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument DE000LB1DV90 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 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 42 Median time elapsed (secs) between request and provision of any corresponding quotes 42 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable DK0009510992 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 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 1000000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 21 Median time elapsed (secs) between request and provision of any corresponding quotes 21 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0012432912 Written description of financial instrument Instrument Classification DTFUFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013172939 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0013210408 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 U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0013257623 Written description of financial instrument Instrument Classification DTFXXB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013286846 Written description of financial instrument Instrument Classification DBFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 U7M81AY481YLIOR75625 Date 2019-04-10 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument FR0013396512 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 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 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable GB00BN65R313 Written description of financial instrument Instrument Classification DBFTFR Currency GBP **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1023751H42 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 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 133 Median time elapsed (secs) between request and provision of any corresponding quotes 133 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 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 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1300301940 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 U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1748131K24 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 11:30 100.0124 11:35:47 200150000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 31 Median time elapsed (secs) between request and provision of any corresponding quotes 31 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1748171K33 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 U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1748191K39 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 98.665 15:56:35 2000000 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 49.25 Volume weighted transaction price -0.013187404 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 1302000000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 651000000 Median size of all orders or requests for quote 10650000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 34 Median time elapsed (secs) between request and provision of any corresponding quotes 34 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US00037BAF94 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 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 40 Median time elapsed (secs) between request and provision of any corresponding quotes 40 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US00206RHJ41 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 103.147 15:02:45 100000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 46 Median time elapsed (secs) between request and provision of any corresponding quotes 46 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US002824BB55 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 1 Median time elapsed (secs) between request and provision of any corresponding quotes 1 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US010392FS24 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 29 Median time elapsed (secs) between request and provision of any corresponding quotes 29 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 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 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 995000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 32 Median time elapsed (secs) between request and provision of any corresponding quotes 32 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US02665WCE93 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 U7M81AY481YLIOR75625 Date 2019-04-10 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 36 Median time elapsed (secs) between request and provision of any corresponding quotes 36 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 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 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 125000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 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 2 Median time elapsed (secs) between request and provision of any corresponding quotes 2 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US05578QAD51 Written description of financial instrument Instrument Classification DTFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 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 Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 108 Median time elapsed (secs) between request and provision of any corresponding quotes 108 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 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 11:30 103.56 12:22:10 8000 RFQ Electronic 13:30 103.76 15:00:00 10000 RFQ Electronic 15:30 103.768 7000 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 103.6265 Volume weighted transaction price 103.6212 Highest executed price 103.768 Lowest executed price 103.528 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 10 Number of transactions executed 6 Total value of transactions executed 55000 Number of orders or request for quotes received cancelled or withdrawn 4 Number of orders or request for quotes received modified Median transaction size 10000 Median size of all orders or requests for quote 10000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06051GHM42 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 62 Median time elapsed (secs) between request and provision of any corresponding quotes 62 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EAT29 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 31 Median time elapsed (secs) between request and provision of any corresponding quotes 31 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EBC84 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 98.448 09:57:16 200000 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed 200000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 200000 Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 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 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 39 Median time elapsed (secs) between request and provision of any corresponding quotes 39 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US10373QAE08 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 902 Median time elapsed (secs) between request and provision of any corresponding quotes 902 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US12508EAD31 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US14913Q2S76 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 U7M81AY481YLIOR75625 Date 2019-04-10 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 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 300000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 31 Median time elapsed (secs) between request and provision of any corresponding quotes 31 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 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 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US172967HB08 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 28 Median time elapsed (secs) between request and provision of any corresponding quotes 28 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 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 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 9000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 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 88 Median time elapsed (secs) between request and provision of any corresponding quotes 88 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 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 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 U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US172967KY63 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 47 Median time elapsed (secs) between request and provision of any corresponding quotes 47 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 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 263 Median time elapsed (secs) between request and provision of any corresponding quotes 263 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US2027A1HY65 Written description of financial instrument Instrument Classification DTFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US225401AD03 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 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 41 Median time elapsed (secs) between request and provision of any corresponding quotes 41 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US233331AZ06 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 31 Median time elapsed (secs) between request and provision of any corresponding quotes 31 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Other US24023KAE82 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 U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US251525AM33 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 92.188 15:02:34 200000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 194 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 U7M81AY481YLIOR75625 Date 2019-04-10 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 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US251526BR93 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 98.594 14:42:13 490000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 32 Median time elapsed (secs) between request and provision of any corresponding quotes 32 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US251526BY45 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 95.9 11:57:41 2750000 RFQ Electronic 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 95.9 Volume weighted transaction price 95.9 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 5500000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 2750000 Median size of all orders or requests for quote 2750000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 30 Median time elapsed (secs) between request and provision of any corresponding quotes 30 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 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 09:30 101.55 11:24:48 200000 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 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 Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 39 Median time elapsed (secs) between request and provision of any corresponding quotes 39 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US30219GAE89 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US30231GAF90 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 40 Median time elapsed (secs) between request and provision of any corresponding quotes 40 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38141GWM22 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 98.926 12:13:44 85000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 25 Median time elapsed (secs) between request and provision of any corresponding quotes 25 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38141GWV21 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 49 Median time elapsed (secs) between request and provision of any corresponding quotes 49 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38145GAH39 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 61 Median time elapsed (secs) between request and provision of any corresponding quotes 61 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38148LAC00 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 14 Median time elapsed (secs) between request and provision of any corresponding quotes 14 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280AX71 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 36 Median time elapsed (secs) between request and provision of any corresponding quotes 36 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280BR94 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 99.736 09:51:16 200000 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 14 Median time elapsed (secs) between request and provision of any corresponding quotes 14 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 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 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 100.268 Volume weighted transaction price 100.242 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 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 Median size of all orders or requests for quote 250000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280CA50 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US456837AL73 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US459284AB10 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 100.746 12:29:28 1500000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 U7M81AY481YLIOR75625 Date 2019-04-10 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 11:30 103.006 11:53:33 15000 RFQ Electronic 13:30 103.133 14:02:11 2000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 103.0903333 Volume weighted transaction price 103.05648 Highest executed price 103.133 Lowest executed price 103.006 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 5 Number of transactions executed 3 Total value of transactions executed 25000 Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size 8000 Median size of all orders or requests for quote 8000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 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 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US46625HQW33 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 23 Median time elapsed (secs) between request and provision of any corresponding quotes 23 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US471048AP32 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 43 Median time elapsed (secs) between request and provision of any corresponding quotes 43 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 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 28 Median time elapsed (secs) between request and provision of any corresponding quotes 28 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US48249DAA90 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US539830BE89 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 83 Median time elapsed (secs) between request and provision of any corresponding quotes 83 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US565849AN67 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled 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 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 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 99.818 13:49:28 150000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 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 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US606822BF02 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 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US606822BG84 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 42 Median time elapsed (secs) between request and provision of any corresponding quotes 42 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US606822BH67 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 16 Median time elapsed (secs) between request and provision of any corresponding quotes 16 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 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 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 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 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US63946BAD29 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 15 Median time elapsed (secs) between request and provision of any corresponding quotes 15 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US65339KBG40 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US65535HAB50 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 21 Median time elapsed (secs) between request and provision of any corresponding quotes 21 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 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 98.796 18:32:58 35000 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780097BE04 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 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 3 Number of transactions executed 1 Total value of transactions executed 200000 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 Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780097BH35 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 2 Median time elapsed (secs) between request and provision of any corresponding quotes 2 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 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 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 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 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 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 281 Median time elapsed (secs) between request and provision of any corresponding quotes 281 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US83368TAT51 Written description of financial instrument Instrument Classification DTFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 100.363 Volume weighted transaction price 100.363 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 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 200000 Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 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 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US86562MAH34 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US86562MAL46 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 127500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 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 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 19 Median time elapsed (secs) between request and provision of any corresponding quotes 19 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 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 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US87938WAT09 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 46 Median time elapsed (secs) between request and provision of any corresponding quotes 46 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US88579YAR27 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 42 Median time elapsed (secs) between request and provision of any corresponding quotes 42 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US88579YAX94 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 98.62 12:29:05 2500000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 96 Median time elapsed (secs) between request and provision of any corresponding quotes 96 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US88947EAQ35 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US88947EAR18 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 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 11:30 102.817 12:22:29 50000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US89233P5T93 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 29 Median time elapsed (secs) between request and provision of any corresponding quotes 29 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument US89236TEM36 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 21 Median time elapsed (secs) between request and provision of any corresponding quotes 21 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US902494AX19 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US912796RV32 Written description of financial instrument Instrument Classification DBZTXR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 28 Median time elapsed (secs) between request and provision of any corresponding quotes 28 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 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 2 Number of transactions executed 1 Total value of transactions executed 1000000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 1000000 Median size of all orders or requests for quote 5000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 68 Median time elapsed (secs) between request and provision of any corresponding quotes 68 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US9128286B18 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 98.99608333 Volume weighted transaction price 95.45577518 Highest executed price 101.171875 Lowest executed price 94.707 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 7 Number of transactions executed 3 Total value of transactions executed 56600000 Number of orders or request for quotes received cancelled or withdrawn 4 Number of orders or request for quotes received modified Median transaction size 4600000 Median size of all orders or requests for quote 4700000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 15 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US912828W713 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 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 25 Median time elapsed (secs) between request and provision of any corresponding quotes 25 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US91913YAW03 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 167500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 32 Median time elapsed (secs) between request and provision of any corresponding quotes 32 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 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 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 U7M81AY481YLIOR75625 Date 2019-04-10 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 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 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 26 Median time elapsed (secs) between request and provision of any corresponding quotes 26 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA)OTC U7M81AY481YLIOR75625 Date 2019-04-10 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 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 U7M81AY481YLIOR75625 Date 2019-04-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USF43628C650 Written description of financial instrument Instrument Classification DBFUFM Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONL